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 8.99% 0.11 CHF 0.12 CHF 500'000 200'000 500'000 199'967 53'237 CHF 23'291 CHF 99.38% 99.38%
12.07.2024 7.30% 0.12 CHF 0.13 CHF 500'000 200'000 500'000 184'128 66'165 CHF 26'086 CHF 99.37% 99.37%
11.07.2024 7.86% 0.13 CHF 0.14 CHF 500'000 200'000 500'000 193'818 62'454 CHF 25'849 CHF 91.41% 91.41%
10.07.2024 3.16% 0.32 CHF 0.33 CHF 500'000 100'000 500'000 100'000 155'540 CHF 32'108 CHF 99.36% 99.36%
09.07.2024 2.71% 0.35 CHF 0.36 CHF 500'000 100'000 500'000 100'000 182'227 CHF 37'445 CHF 99.37% 99.37%
08.07.2024 2.38% 0.39 CHF 0.40 CHF 500'000 100'000 500'000 100'000 208'207 CHF 42'642 CHF 99.38% 99.38%
05.07.2024 2.40% 0.40 CHF 0.41 CHF 500'000 100'000 500'000 100'000 206'237 CHF 42'247 CHF 99.00% 99.00%
04.07.2024 2.34% 0.40 CHF 0.41 CHF 500'000 100'000 500'000 100'000 212'417 CHF 43'483 CHF 91.02% 91.02%
03.07.2024 3.55% 0.30 CHF 0.31 CHF 500'000 100'000 500'000 142'670 139'137 CHF 40'898 CHF 99.38% 99.38%
02.07.2024 4.83% 0.21 CHF 0.22 CHF 500'000 150'000 500'000 150'000 101'113 CHF 31'834 CHF 99.38% 99.38%

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