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 4.37% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 500'000 224'372 CHF 117'186 CHF 97.22% 97.22%
12.07.2024 4.03% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 243'132 CHF 126'566 CHF 99.41% 99.41%
11.07.2024 4.75% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 205'843 CHF 107'922 CHF 99.20% 99.20%
10.07.2024 5.18% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 188'293 CHF 99'147 CHF 99.32% 99.32%
09.07.2024 5.34% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 182'519 CHF 96'260 CHF 99.02% 99.02%
08.07.2024 5.14% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 189'530 CHF 99'765 CHF 99.36% 99.36%
05.07.2024 5.44% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 178'811 CHF 94'405 CHF 99.33% 99.33%
04.07.2024 5.41% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 180'000 CHF 95'000 CHF 99.51% 99.51%
03.07.2024 5.18% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 188'263 CHF 99'131 CHF 97.80% 97.80%
02.07.2024 5.64% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 172'576 CHF 91'288 CHF 99.04% 99.04%

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