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 3.77% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 260'741 CHF 135'371 CHF 98.36% 98.36%
12.07.2024 5.34% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 183'710 CHF 96'855 CHF 98.98% 98.98%
11.07.2024 3.46% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 284'052 CHF 147'026 CHF 98.19% 98.19%
10.07.2024 3.53% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 278'431 CHF 144'215 CHF 99.14% 99.14%
09.07.2024 4.21% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 232'921 CHF 121'461 CHF 99.03% 99.03%
08.07.2024 4.59% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 213'102 CHF 111'551 CHF 98.55% 98.55%
05.07.2024 4.45% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 219'853 CHF 114'927 CHF 99.14% 99.14%
04.07.2024 4.83% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 500'000 202'131 CHF 106'065 CHF 99.37% 99.37%
03.07.2024 5.84% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 167'782 CHF 88'891 CHF 99.10% 99.10%
02.07.2024 10.40% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 95'226 CHF 52'613 CHF 97.34% 97.34%

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