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 3.43% 0.27 CHF 0.28 CHF 1'000'000 400'000 1'000'000 400'000 287'140 CHF 118'856 CHF 97.32% 97.32%
12.07.2024 3.14% 0.30 CHF 0.31 CHF 1'000'000 400'000 1'000'000 400'000 314'325 CHF 129'730 CHF 99.35% 99.35%
11.07.2024 3.77% 0.28 CHF 0.29 CHF 1'000'000 400'000 1'000'000 400'000 260'642 CHF 108'257 CHF 99.06% 99.06%
10.07.2024 4.17% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 235'156 CHF 98'062 CHF 99.32% 99.32%
09.07.2024 4.09% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 239'805 CHF 99'922 CHF 99.00% 99.00%
08.07.2024 3.80% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 258'330 CHF 107'332 CHF 99.31% 99.31%
05.07.2024 3.96% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 247'610 CHF 103'044 CHF 99.37% 99.37%
04.07.2024 4.08% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 240'215 CHF 100'086 CHF 99.51% 99.51%
03.07.2024 3.76% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 260'970 CHF 108'388 CHF 97.77% 97.77%
02.07.2024 4.06% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 241'533 CHF 100'613 CHF 99.05% 99.05%

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