Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.07.2024 9.25% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 103'361 CHF 28'340 CHF 99.38% 99.38%
12.07.2024 9.47% 0.11 CHF 0.12 CHF 1'000'000 250'000 1'000'000 250'000 100'950 CHF 27'737 CHF 99.37% 99.37%
11.07.2024 10.24% 0.11 CHF 0.12 CHF 1'000'000 250'000 1'000'000 250'000 92'868 CHF 25'717 CHF 99.37% 99.37%
10.07.2024 11.56% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 250'000 81'636 CHF 22'909 CHF 99.38% 99.38%
09.07.2024 10.48% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 250'000 90'600 CHF 25'150 CHF 99.38% 99.38%
08.07.2024 10.14% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 93'883 CHF 25'971 CHF 99.38% 99.38%
05.07.2024 8.78% 0.11 CHF 0.12 CHF 1'000'000 250'000 1'000'000 250'000 109'139 CHF 29'785 CHF 99.38% 99.38%
04.07.2024 8.98% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 106'577 CHF 29'144 CHF 98.59% 98.59%
03.07.2024 9.67% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 98'570 CHF 27'143 CHF 99.38% 99.38%
02.07.2024 10.82% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 87'655 CHF 24'414 CHF 99.37% 99.37%

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