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 7.45% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 129'507 CHF 55'803 CHF 99.17% 99.17%
12.07.2024 7.17% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 134'829 CHF 57'932 CHF 99.17% 99.17%
11.07.2024 7.43% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 129'847 CHF 55'939 CHF 99.17% 99.17%
10.07.2024 7.98% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 402'650 120'419 CHF 52'482 CHF 99.16% 99.16%
09.07.2024 10.78% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 87'987 CHF 48'993 CHF 99.17% 99.17%
08.07.2024 12.13% 0.07 CHF 0.08 CHF 1'000'000 600'000 1'000'000 565'827 77'703 CHF 49'546 CHF 99.15% 99.15%
05.07.2024 12.11% 0.07 CHF 0.08 CHF 1'000'000 600'000 1'000'000 598'775 77'845 CHF 52'588 CHF 99.16% 99.16%
04.07.2024 13.40% 0.08 CHF 0.09 CHF 1'000'000 600'000 1'000'000 600'000 69'674 CHF 47'805 CHF 99.17% 99.17%
03.07.2024 14.96% 0.06 CHF 0.07 CHF 1'000'000 600'000 1'000'000 600'000 62'115 CHF 43'269 CHF 99.17% 99.17%
02.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 600'000 1'000'000 600'000 60'000 CHF 42'000 CHF 99.16% 99.16%

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