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 11.63% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 217'453 82'067 CHF 19'818 CHF 99.38% 99.38%
12.07.2024 11.50% 0.09 CHF 0.10 CHF 1'000'000 200'000 1'000'000 236'184 82'171 CHF 21'678 CHF 99.38% 99.38%
11.07.2024 11.40% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 239'577 82'973 CHF 22'201 CHF 99.36% 99.36%
10.07.2024 10.63% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 211'155 89'479 CHF 20'909 CHF 99.37% 99.37%
09.07.2024 9.25% 0.09 CHF 0.10 CHF 1'000'000 200'000 1'000'000 200'000 103'724 CHF 22'745 CHF 99.38% 99.38%
08.07.2024 11.38% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 240'978 83'121 CHF 22'369 CHF 99.37% 99.37%
05.07.2024 10.59% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 219'587 89'793 CHF 21'819 CHF 99.37% 99.37%
04.07.2024 16.38% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 56'533 CHF 16'633 CHF 98.82% 98.82%
03.07.2024 14.17% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 65'952 CHF 18'988 CHF 99.38% 99.38%
02.07.2024 15.24% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 60'714 CHF 17'679 CHF 99.38% 99.38%

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