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 6.62% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 146'443 CHF 78'222 CHF 97.27% 97.27%
12.07.2024 5.98% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 162'379 CHF 86'189 CHF 99.30% 99.30%
11.07.2024 7.18% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 134'670 CHF 72'335 CHF 99.09% 99.09%
10.07.2024 7.90% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 121'762 CHF 65'881 CHF 99.24% 99.24%
09.07.2024 8.04% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 119'553 CHF 64'776 CHF 98.99% 98.99%
08.07.2024 8.03% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 119'545 CHF 64'773 CHF 99.32% 99.32%
05.07.2024 8.47% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 113'182 CHF 61'591 CHF 99.38% 99.38%
04.07.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'000 CHF 60'000 CHF 99.52% 99.52%
03.07.2024 8.08% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 118'856 CHF 64'428 CHF 97.77% 97.77%
02.07.2024 8.75% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'419 CHF 59'710 CHF 99.05% 99.05%

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