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 5.78% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 168'727 CHF 35'746 CHF 99.27% 99.27%
12.07.2024 5.40% 0.18 CHF 0.19 CHF 1'000'000 200'000 1'000'000 200'000 180'375 CHF 38'075 CHF 99.27% 99.27%
11.07.2024 4.89% 0.19 CHF 0.20 CHF 1'000'000 200'000 1'000'000 200'000 199'512 CHF 41'902 CHF 99.27% 99.27%
10.07.2024 4.87% 0.20 CHF 0.21 CHF 1'000'000 200'000 1'000'000 200'000 200'542 CHF 42'108 CHF 99.27% 99.27%
09.07.2024 5.02% 0.20 CHF 0.21 CHF 1'000'000 200'000 1'000'000 200'000 194'148 CHF 40'830 CHF 99.27% 99.27%
08.07.2024 4.63% 0.20 CHF 0.21 CHF 1'000'000 200'000 1'000'000 200'000 211'111 CHF 44'222 CHF 99.21% 99.21%
05.07.2024 4.30% 0.22 CHF 0.23 CHF 1'000'000 200'000 1'000'000 200'000 227'582 CHF 47'517 CHF 99.27% 99.27%
04.07.2024 4.41% 0.23 CHF 0.24 CHF 1'000'000 200'000 1'000'000 200'000 221'690 CHF 46'338 CHF 99.27% 99.27%
03.07.2024 4.37% 0.22 CHF 0.23 CHF 1'000'000 200'000 1'000'000 200'000 224'298 CHF 46'860 CHF 99.27% 99.27%
02.07.2024 4.50% 0.21 CHF 0.22 CHF 1'000'000 200'000 1'000'000 200'000 217'163 CHF 45'433 CHF 99.26% 99.26%

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