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 16.97% 0.06 CHF 0.07 CHF 250'000 250'000 249'998 249'988 13'584 CHF 16'084 CHF 99.38% 99.38%
12.07.2024 13.81% 0.06 CHF 0.07 CHF 250'000 250'000 250'000 249'980 16'915 CHF 19'413 CHF 99.38% 99.38%
11.07.2024 16.84% 0.07 CHF 0.08 CHF 250'000 250'000 249'168 249'111 13'979 CHF 16'467 CHF 91.40% 91.40%
10.07.2024 6.27% 0.16 CHF 0.17 CHF 150'000 150'000 177'301 177'301 27'288 CHF 29'061 CHF 99.37% 99.37%
09.07.2024 5.18% 0.18 CHF 0.19 CHF 150'000 150'000 150'000 149'989 28'310 CHF 29'807 CHF 99.37% 99.37%
08.07.2024 4.39% 0.21 CHF 0.22 CHF 150'000 150'000 150'000 149'992 33'519 CHF 35'017 CHF 99.38% 99.38%
05.07.2024 4.39% 0.21 CHF 0.22 CHF 150'000 150'000 149'994 149'932 33'473 CHF 34'959 CHF 99.00% 99.00%
04.07.2024 4.21% 0.22 CHF 0.23 CHF 150'000 150'000 196'457 149'892 46'421 CHF 36'602 CHF 91.02% 91.02%
03.07.2024 6.93% 0.16 CHF 0.17 CHF 600'000 200'000 587'549 195'790 82'241 CHF 29'363 CHF 99.38% 99.38%
02.07.2024 9.60% 0.10 CHF 0.11 CHF 600'000 200'000 713'754 237'918 70'791 CHF 25'976 CHF 99.38% 99.38%

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