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 4.06% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 241'514 CHF 100'606 CHF 99.17% 99.17%
12.07.2024 4.00% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 245'298 CHF 102'119 CHF 99.17% 99.17%
11.07.2024 4.11% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 238'393 CHF 99'357 CHF 99.17% 99.17%
10.07.2024 4.36% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 224'408 CHF 93'763 CHF 99.16% 99.16%
09.07.2024 5.20% 0.18 CHF 0.19 CHF 1'000'000 400'000 999'969 400'000 187'424 CHF 78'972 CHF 99.17% 99.17%
08.07.2024 5.56% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 410'556 175'049 CHF 75'918 CHF 99.16% 99.16%
05.07.2024 5.57% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 422'156 174'552 CHF 77'809 CHF 99.16% 99.16%
04.07.2024 5.84% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 482'668 166'284 CHF 85'022 CHF 99.17% 99.17%
03.07.2024 6.31% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 153'572 CHF 81'786 CHF 99.17% 99.17%
02.07.2024 6.46% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 149'936 CHF 79'968 CHF 99.16% 99.16%

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