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 10.40% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 91'316 CHF 50'658 CHF 99.59% 99.59%
12.07.2024 12.86% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 73'068 CHF 41'534 CHF 99.58% 99.58%
11.07.2024 12.95% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'579 CHF 41'289 CHF 99.35% 99.35%
10.07.2024 14.98% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'978 CHF 35'989 CHF 99.26% 99.26%
09.07.2024 17.31% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'129 CHF 31'565 CHF 99.58% 99.58%
08.07.2024 17.76% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'503 CHF 30'751 CHF 99.31% 99.31%
05.07.2024 15.18% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'013 CHF 35'507 CHF 99.02% 99.02%
04.07.2024 17.13% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 53'755 CHF 31'878 CHF 99.36% 99.36%
03.07.2024 21.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'084 CHF 26'042 CHF 99.34% 99.34%
02.07.2024 28.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'647 CHF 20'324 CHF 99.33% 99.33%

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