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 12.28% 0.08 CHF 0.09 CHF 675'000 350'000 660'634 342'817 50'494 CHF 29'631 CHF 99.38% 99.38%
12.07.2024 11.53% 0.08 CHF 0.09 CHF 675'000 350'000 617'415 315'255 50'494 CHF 28'919 CHF 99.05% 99.05%
11.07.2024 9.89% 0.09 CHF 0.10 CHF 575'000 300'000 523'697 419'480 50'257 CHF 45'027 CHF 97.73% 97.73%
10.07.2024 8.26% 0.11 CHF 0.12 CHF 500'000 500'000 446'339 446'339 51'807 CHF 56'271 CHF 95.44% 95.44%
09.07.2024 9.03% 0.11 CHF 0.12 CHF 475'000 475'000 483'365 483'365 51'145 CHF 55'979 CHF 99.06% 99.06%
08.07.2024 9.48% 0.10 CHF 0.11 CHF 500'000 500'000 496'560 496'560 49'924 CHF 54'889 CHF 99.23% 99.23%
05.07.2024 9.82% 0.11 CHF 0.12 CHF 475'000 475'000 526'169 405'342 50'936 CHF 43'932 CHF 99.38% 99.38%
04.07.2024 9.47% 0.10 CHF 0.11 CHF 500'000 500'000 495'146 495'146 49'822 CHF 54'773 CHF 99.39% 99.39%
03.07.2024 8.67% 0.11 CHF 0.12 CHF 475'000 475'000 473'094 473'094 52'171 CHF 56'901 CHF 98.62% 98.62%
02.07.2024 7.26% 0.13 CHF 0.14 CHF 400'000 400'000 392'878 392'878 52'136 CHF 56'065 CHF 99.07% 99.07%

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