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 7.44% 0.13 CHF 0.14 CHF 1'000'000 300'000 1'000'000 300'000 129'405 CHF 41'821 CHF 99.27% 99.27%
12.07.2024 8.07% 0.12 CHF 0.13 CHF 1'000'000 300'000 1'000'000 300'000 119'014 CHF 38'704 CHF 99.27% 99.27%
11.07.2024 8.27% 0.12 CHF 0.13 CHF 1'000'000 300'000 1'000'000 300'000 116'061 CHF 37'818 CHF 99.27% 99.27%
10.07.2024 8.21% 0.12 CHF 0.13 CHF 1'000'000 300'000 1'000'000 300'000 116'991 CHF 38'097 CHF 99.27% 99.27%
09.07.2024 8.66% 0.11 CHF 0.12 CHF 1'000'000 300'000 1'000'000 300'000 110'479 CHF 36'144 CHF 99.27% 99.27%
08.07.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 300'000 1'000'000 300'000 110'000 CHF 36'000 CHF 99.22% 99.22%
05.07.2024 8.73% 0.11 CHF 0.12 CHF 1'000'000 300'000 1'000'000 300'000 109'614 CHF 35'884 CHF 99.27% 99.27%
04.07.2024 9.51% 0.10 CHF 0.11 CHF 1'000'000 300'000 1'000'000 300'000 100'181 CHF 33'054 CHF 99.27% 99.27%
03.07.2024 9.36% 0.11 CHF 0.12 CHF 1'000'000 300'000 1'000'000 300'000 101'940 CHF 33'582 CHF 99.27% 99.27%
02.07.2024 10.23% 0.09 CHF 0.10 CHF 1'000'000 300'000 1'000'000 300'000 93'000 CHF 30'900 CHF 99.27% 99.27%

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