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 9.52% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'000 CHF 55'000 CHF 94.96% 94.96%
12.07.2024 9.23% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 103'562 CHF 56'781 CHF 96.28% 96.28%
11.07.2024 9.53% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'902 CHF 54'951 CHF 98.11% 98.11%
10.07.2024 10.60% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 89'999 CHF 50'000 CHF 98.05% 98.05%
09.07.2024 9.85% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'774 CHF 53'387 CHF 98.03% 98.03%
08.07.2024 9.52% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'993 CHF 54'996 CHF 97.16% 97.16%
05.07.2024 8.75% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 109'575 CHF 59'787 CHF 98.23% 98.23%
04.07.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'018 CHF 60'009 CHF 97.80% 97.80%
03.07.2024 9.38% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 101'695 CHF 55'848 CHF 97.58% 97.58%
02.07.2024 10.50% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'230 CHF 50'115 CHF 97.22% 97.22%

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