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 8.76% 0.10 CHF 0.11 CHF 600'000 200'000 501'755 167'252 54'656 CHF 19'891 CHF 99.16% 99.16%
12.07.2024 7.95% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 54'571 CHF 19'690 CHF 99.17% 99.17%
11.07.2024 8.28% 0.13 CHF 0.14 CHF 450'000 150'000 477'429 159'143 55'149 CHF 19'975 CHF 99.17% 99.17%
10.07.2024 8.39% 0.13 CHF 0.14 CHF 450'000 150'000 476'077 158'692 54'359 CHF 19'707 CHF 99.16% 99.16%
09.07.2024 8.86% 0.11 CHF 0.12 CHF 450'000 150'000 521'674 173'891 56'136 CHF 20'451 CHF 99.17% 99.17%
08.07.2024 10.01% 0.11 CHF 0.12 CHF 450'000 150'000 590'025 196'675 56'629 CHF 20'843 CHF 99.16% 99.16%
05.07.2024 12.89% 0.08 CHF 0.09 CHF 600'000 200'000 630'638 210'213 46'014 CHF 17'440 CHF 98.83% 98.83%
04.07.2024 20.63% 0.07 CHF 0.08 CHF 600'000 200'000 719'928 239'976 36'019 CHF 14'406 CHF 99.00% 99.00%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.17% 99.17%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.16% 99.16%

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