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 14.98% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 92'966 CHF 10'797 CHF 99.27% 99.27%
12.07.2024 16.44% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 84'346 CHF 9'935 CHF 99.27% 99.27%
11.07.2024 18.95% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 72'145 CHF 8'715 CHF 99.27% 99.27%
10.07.2024 21.07% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 64'277 CHF 7'928 CHF 99.27% 99.27%
09.07.2024 17.67% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 78'923 CHF 9'392 CHF 99.27% 99.27%
08.07.2024 16.76% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 82'642 CHF 9'764 CHF 99.21% 99.21%
05.07.2024 16.46% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 84'263 CHF 9'926 CHF 99.27% 99.27%
04.07.2024 19.42% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 70'417 CHF 8'542 CHF 99.27% 99.27%
03.07.2024 22.28% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 59'853 CHF 7'485 CHF 99.27% 99.27%
02.07.2024 36.98% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 33'958 CHF 4'896 CHF 99.27% 99.27%

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