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 9.60% 0.10 CHF 0.11 CHF 1'000'000 50'000 1'000'000 50'000 99'259 CHF 5'463 CHF 99.27% 99.27%
12.07.2024 10.66% 0.09 CHF 0.10 CHF 1'000'000 50'000 1'000'000 50'000 88'874 CHF 4'944 CHF 99.27% 99.27%
11.07.2024 11.27% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 50'000 83'963 CHF 4'698 CHF 99.27% 99.27%
10.07.2024 11.09% 0.09 CHF 0.10 CHF 1'000'000 50'000 1'000'000 49'973 85'357 CHF 4'765 CHF 99.27% 99.27%
09.07.2024 11.75% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 50'000 80'170 CHF 4'508 CHF 99.27% 99.27%
08.07.2024 11.59% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 50'000 81'413 CHF 4'571 CHF 99.22% 99.22%
05.07.2024 11.80% 0.09 CHF 0.10 CHF 1'000'000 50'000 1'000'000 50'000 79'801 CHF 4'490 CHF 99.27% 99.27%
04.07.2024 12.28% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 50'000 76'447 CHF 4'322 CHF 99.27% 99.27%
03.07.2024 11.10% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 50'000 85'480 CHF 4'774 CHF 99.27% 99.27%
02.07.2024 9.99% 0.10 CHF 0.11 CHF 1'000'000 50'000 1'000'000 50'000 95'600 CHF 5'280 CHF 90.87% 90.87%

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