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 7.55% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 127'553 CHF 68'777 CHF 99.57% 99.57%
12.07.2024 8.71% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 110'023 CHF 60'011 CHF 99.58% 99.58%
11.07.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'180 CHF 60'090 CHF 99.36% 99.36%
10.07.2024 9.97% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 95'598 CHF 52'799 CHF 99.23% 99.23%
09.07.2024 10.60% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'374 CHF 49'687 CHF 99.31% 99.31%
08.07.2024 10.80% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 87'797 CHF 48'898 CHF 99.34% 99.34%
05.07.2024 10.17% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 93'548 CHF 51'774 CHF 99.28% 99.28%
04.07.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'000 CHF 50'000 CHF 99.37% 99.37%
03.07.2024 12.95% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 72'569 CHF 41'284 CHF 99.20% 99.20%
02.07.2024 14.76% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'041 CHF 36'520 CHF 99.37% 99.37%

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