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 11.28% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 84'081 CHF 14'112 CHF 99.27% 99.27%
12.07.2024 12.83% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 73'330 CHF 12'500 CHF 99.27% 99.27%
11.07.2024 15.11% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 61'457 CHF 10'719 CHF 99.27% 99.27%
10.07.2024 15.47% 0.06 CHF 0.07 CHF 1'000'000 150'000 1'000'000 150'000 59'856 CHF 10'479 CHF 99.27% 99.27%
09.07.2024 13.79% 0.06 CHF 0.07 CHF 1'000'000 150'000 1'000'000 150'000 68'530 CHF 11'780 CHF 99.27% 99.27%
08.07.2024 13.16% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 71'055 CHF 12'158 CHF 99.22% 99.22%
05.07.2024 12.84% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 73'244 CHF 12'487 CHF 99.27% 99.27%
04.07.2024 15.08% 0.06 CHF 0.07 CHF 1'000'000 150'000 1'000'000 150'000 61'423 CHF 10'714 CHF 99.27% 99.27%
03.07.2024 18.65% 0.05 CHF 0.06 CHF 1'000'000 150'000 1'000'000 150'000 48'742 CHF 8'811 CHF 99.27% 99.27%
02.07.2024 22.75% 0.04 CHF 0.05 CHF 1'000'000 150'000 1'000'000 150'000 39'064 CHF 7'360 CHF 99.27% 99.27%

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