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 28.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'646 250'000 30'243 CHF 10'108 CHF 99.38% 99.38%
12.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 986'338 250'000 29'590 CHF 10'000 CHF 99.07% 99.07%
11.07.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'438 250'000 29'697 CHF 10'019 CHF 98.10% 98.10%
10.07.2024 28.32% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'873 250'000 30'196 CHF 10'087 CHF 95.47% 95.47%
09.07.2024 27.63% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'202 250'000 31'173 CHF 10'329 CHF 99.05% 99.05%
08.07.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'876 250'000 29'987 CHF 10'028 CHF 99.22% 99.22%
05.07.2024 27.53% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'108 250'000 31'266 CHF 10'363 CHF 99.39% 99.39%
04.07.2024 28.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'575 250'000 30'159 CHF 10'081 CHF 99.39% 99.39%
03.07.2024 26.32% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'062 250'000 32'970 CHF 10'787 CHF 98.63% 98.63%
02.07.2024 24.81% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'594 250'000 35'113 CHF 11'334 CHF 99.07% 99.07%

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