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 10.22% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 93'735 CHF 51'868 CHF 97.41% 97.41%
12.07.2024 9.05% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 106'043 CHF 58'021 CHF 99.45% 99.45%
11.07.2024 11.46% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 82'524 CHF 46'262 CHF 99.15% 99.15%
10.07.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'015 CHF 40'007 CHF 99.24% 99.24%
09.07.2024 12.91% 0.07 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'671 CHF 41'335 CHF 78.89% 99.01%
08.07.2024 11.82% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 79'658 CHF 44'829 CHF 99.42% 99.42%
05.07.2024 12.04% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'250 CHF 44'125 CHF 99.38% 99.38%
04.07.2024 12.24% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 76'940 CHF 43'470 CHF 99.53% 99.53%
03.07.2024 11.21% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 84'577 CHF 47'289 CHF 97.86% 97.86%
02.07.2024 12.46% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 75'605 CHF 42'803 CHF 99.03% 99.03%

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