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 16.66% 0.05 CHF 0.06 CHF 900'000 300'000 867'637 289'212 47'994 CHF 18'890 CHF 99.17% 99.17%
12.07.2024 16.83% 0.05 CHF 0.06 CHF 900'000 300'000 899'156 299'719 49'289 CHF 19'427 CHF 99.16% 99.16%
11.07.2024 17.80% 0.06 CHF 0.07 CHF 900'000 300'000 891'712 297'237 45'737 CHF 18'218 CHF 99.17% 99.17%
10.07.2024 22.00% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 36'568 CHF 15'189 CHF 99.16% 99.16%
09.07.2024 15.96% 0.05 CHF 0.06 CHF 900'000 300'000 801'883 267'294 46'325 CHF 18'115 CHF 99.16% 99.16%
08.07.2024 14.44% 0.07 CHF 0.08 CHF 750'000 250'000 780'354 260'118 50'441 CHF 19'415 CHF 99.15% 99.15%
05.07.2024 14.43% 0.06 CHF 0.07 CHF 750'000 250'000 816'606 272'202 52'503 CHF 20'223 CHF 99.14% 99.14%
04.07.2024 14.88% 0.07 CHF 0.08 CHF 750'000 250'000 771'552 257'184 48'146 CHF 18'621 CHF 99.17% 99.17%
03.07.2024 15.92% 0.06 CHF 0.07 CHF 750'000 250'000 858'443 286'148 49'775 CHF 19'453 CHF 99.15% 99.15%
02.07.2024 22.00% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 37'017 CHF 15'339 CHF 99.16% 99.16%

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