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 3.59% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 273'898 CHF 141'949 CHF 97.28% 97.28%
12.07.2024 3.28% 0.29 CHF 0.30 CHF 1'000'000 500'000 1'000'000 499'925 300'293 CHF 155'123 CHF 99.41% 99.41%
11.07.2024 3.84% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 499'434 255'859 CHF 132'760 CHF 99.23% 99.23%
10.07.2024 4.26% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 230'007 CHF 120'003 CHF 99.30% 99.30%
09.07.2024 4.24% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 230'951 CHF 120'476 CHF 98.96% 98.96%
08.07.2024 4.11% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 238'566 CHF 124'283 CHF 99.40% 99.40%
05.07.2024 4.29% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 227'991 CHF 118'995 CHF 99.38% 99.38%
04.07.2024 4.40% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 222'104 CHF 116'052 CHF 99.53% 99.53%
03.07.2024 4.16% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 235'567 CHF 122'783 CHF 97.76% 97.76%
02.07.2024 4.44% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 500'000 220'249 CHF 115'124 CHF 99.04% 99.04%

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