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 11.55% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 73'660 CHF 27'553 CHF 99.16% 99.16%
12.07.2024 12.02% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 71'268 CHF 26'756 CHF 99.17% 99.17%
11.07.2024 11.28% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 76'223 CHF 28'408 CHF 99.16% 99.16%
10.07.2024 12.27% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 69'160 CHF 26'053 CHF 99.16% 99.16%
09.07.2024 10.76% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 79'396 CHF 29'465 CHF 99.17% 99.17%
08.07.2024 9.55% 0.09 CHF 0.10 CHF 900'000 300'000 898'994 299'665 89'969 CHF 32'986 CHF 99.15% 99.15%
05.07.2024 8.87% 0.11 CHF 0.12 CHF 900'000 300'000 889'465 296'488 95'954 CHF 34'949 CHF 99.15% 99.15%
04.07.2024 10.08% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 85'019 CHF 31'340 CHF 99.17% 99.17%
03.07.2024 11.94% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 71'000 CHF 26'667 CHF 99.15% 99.15%
02.07.2024 14.85% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 56'341 CHF 21'780 CHF 99.17% 99.17%

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