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 3.12% 0.34 CHF 0.35 CHF 1'000'000 400'000 1'000'000 485'143 316'189 CHF 157'877 CHF 98.18% 98.18%
12.07.2024 4.34% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 226'740 CHF 118'370 CHF 98.70% 98.70%
11.07.2024 2.90% 0.34 CHF 0.35 CHF 1'000'000 500'000 1'000'000 500'000 340'323 CHF 175'162 CHF 98.29% 98.29%
10.07.2024 2.92% 0.33 CHF 0.34 CHF 1'000'000 500'000 1'000'000 500'000 337'332 CHF 173'666 CHF 99.14% 99.14%
09.07.2024 3.46% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 284'760 CHF 147'380 CHF 98.97% 98.97%
08.07.2024 3.73% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 500'000 263'167 CHF 136'584 CHF 98.85% 98.85%
05.07.2024 3.63% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 271'030 CHF 140'515 CHF 98.64% 98.64%
04.07.2024 3.91% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 250'864 CHF 130'432 CHF 99.37% 99.37%
03.07.2024 4.66% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 210'904 CHF 110'452 CHF 98.81% 98.81%
02.07.2024 7.92% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 125'463 CHF 67'732 CHF 97.38% 97.38%

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