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 10.24% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 93'199 CHF 51'600 CHF 96.42% 96.42%
12.07.2024 10.20% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 93'310 CHF 51'655 CHF 97.71% 97.71%
11.07.2024 10.15% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 93'800 CHF 51'900 CHF 97.90% 97.90%
10.07.2024 11.68% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 80'837 CHF 45'419 CHF 96.84% 96.84%
09.07.2024 11.77% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'956 CHF 44'978 CHF 94.89% 94.89%
08.07.2024 11.23% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 84'300 CHF 47'150 CHF 95.84% 95.84%
05.07.2024 10.35% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 91'790 CHF 50'895 CHF 97.73% 97.73%
04.07.2024 9.52% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'000 CHF 55'000 CHF 90.55% 90.55%
03.07.2024 10.46% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 90'626 CHF 50'313 CHF 95.89% 95.89%
02.07.2024 12.54% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'029 CHF 42'514 CHF 98.90% 98.90%

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