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 7.00% 0.16 CHF 0.17 CHF 1'000'000 1'000'000 577'401 577'401 84'130 CHF 89'945 CHF 98.75% 98.75%
12.07.2024 10.25% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 611'734 611'734 60'833 CHF 66'981 CHF 99.75% 99.75%
11.07.2024 6.42% 0.16 CHF 0.17 CHF 1'000'000 1'000'000 569'005 569'005 90'770 CHF 96'519 CHF 99.98% 99.98%
10.07.2024 6.53% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 566'992 566'992 86'446 CHF 92'147 CHF 100.00% 100.00%
09.07.2024 8.02% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 586'282 586'282 73'773 CHF 79'672 CHF 99.14% 99.14%
08.07.2024 8.84% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 590'996 590'996 66'835 CHF 72'783 CHF 100.00% 100.00%
05.07.2024 8.54% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 591'501 591'501 67'720 CHF 73'658 CHF 99.28% 99.28%
04.07.2024 9.13% 0.11 CHF 0.12 CHF 680'000 680'000 535'989 535'989 56'038 CHF 61'398 CHF 95.27% 95.27%
03.07.2024 11.96% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 588'369 588'370 50'171 CHF 56'082 CHF 96.23% 96.23%
02.07.2024 22.20% 0.07 CHF 0.08 CHF 1'000'000 1'000'000 621'196 621'196 29'046 CHF 35'305 CHF 99.17% 99.17%

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