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 11.22% 0.09 CHF 0.10 CHF 600'000 300'000 605'097 304'585 50'912 CHF 28'665 CHF 99.05% 99.05%
12.07.2024 11.16% 0.09 CHF 0.10 CHF 625'000 325'000 601'436 304'864 50'916 CHF 28'855 CHF 98.84% 98.84%
11.07.2024 12.31% 0.09 CHF 0.10 CHF 600'000 300'000 661'075 342'397 50'441 CHF 29'535 CHF 97.52% 97.52%
10.07.2024 12.23% 0.07 CHF 0.08 CHF 725'000 375'000 656'712 340'856 50'391 CHF 29'566 CHF 95.16% 95.16%
09.07.2024 12.20% 0.08 CHF 0.09 CHF 675'000 350'000 655'284 340'142 50'440 CHF 29'585 CHF 98.67% 98.67%
08.07.2024 11.73% 0.08 CHF 0.09 CHF 675'000 350'000 621'682 322'351 49'874 CHF 29'080 CHF 98.56% 98.56%
05.07.2024 11.81% 0.08 CHF 0.09 CHF 625'000 325'000 629'724 327'362 50'173 CHF 29'356 CHF 99.18% 99.18%
04.07.2024 11.33% 0.08 CHF 0.09 CHF 625'000 325'000 608'450 308'450 50'668 CHF 28'758 CHF 99.18% 99.18%
03.07.2024 12.08% 0.08 CHF 0.09 CHF 625'000 325'000 646'189 335'594 50'273 CHF 29'466 CHF 98.43% 98.43%
02.07.2024 13.17% 0.08 CHF 0.09 CHF 675'000 350'000 713'771 369'386 50'626 CHF 29'897 CHF 98.76% 98.76%

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