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 8.73% 0.11 CHF 0.12 CHF 1'000'000 600'000 1'000'000 600'000 109'580 CHF 71'748 CHF 99.17% 99.17%
12.07.2024 8.74% 0.10 CHF 0.11 CHF 1'000'000 600'000 1'000'000 600'000 109'477 CHF 71'686 CHF 99.17% 99.17%
11.07.2024 8.90% 0.10 CHF 0.11 CHF 1'000'000 600'000 1'000'000 600'000 107'564 CHF 70'538 CHF 99.17% 99.17%
10.07.2024 9.51% 0.10 CHF 0.11 CHF 1'000'000 600'000 1'000'000 600'000 100'169 CHF 66'102 CHF 99.16% 99.16%
09.07.2024 11.74% 0.08 CHF 0.09 CHF 1'000'000 600'000 1'000'000 600'000 80'177 CHF 54'106 CHF 99.17% 99.17%
08.07.2024 12.70% 0.07 CHF 0.08 CHF 1'000'000 600'000 1'000'000 600'000 74'015 CHF 50'409 CHF 99.15% 99.15%
05.07.2024 12.84% 0.07 CHF 0.08 CHF 1'000'000 600'000 1'000'000 600'000 73'152 CHF 49'891 CHF 99.16% 99.16%
04.07.2024 13.40% 0.07 CHF 0.08 CHF 1'000'000 600'000 1'000'000 600'000 69'692 CHF 47'815 CHF 99.17% 99.17%
03.07.2024 14.44% 0.06 CHF 0.07 CHF 1'000'000 600'000 1'000'000 600'000 64'601 CHF 44'760 CHF 99.17% 99.17%
02.07.2024 15.36% 0.06 CHF 0.07 CHF 1'000'000 600'000 1'000'000 600'000 60'136 CHF 42'082 CHF 99.16% 99.16%

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