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 5.20% 0.19 CHF 0.20 CHF 1'000'000 150'000 1'000'000 150'000 187'380 CHF 29'607 CHF 99.27% 99.27%
12.07.2024 5.22% 0.19 CHF 0.20 CHF 1'000'000 150'000 1'000'000 150'000 186'932 CHF 29'540 CHF 99.27% 99.27%
11.07.2024 5.82% 0.18 CHF 0.19 CHF 1'000'000 150'000 1'000'000 150'000 167'239 CHF 26'586 CHF 99.27% 99.27%
10.07.2024 6.26% 0.16 CHF 0.17 CHF 1'000'000 150'000 1'000'000 150'000 154'906 CHF 24'736 CHF 99.27% 99.27%
09.07.2024 6.28% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 154'444 CHF 24'667 CHF 99.27% 99.27%
08.07.2024 6.37% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 152'089 CHF 24'313 CHF 99.25% 99.25%
05.07.2024 6.52% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 148'490 CHF 23'774 CHF 99.27% 99.27%
04.07.2024 6.61% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 146'570 CHF 23'486 CHF 99.27% 99.27%
03.07.2024 7.16% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 134'937 CHF 21'741 CHF 99.27% 99.27%
02.07.2024 7.18% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 134'503 CHF 21'676 CHF 99.27% 99.27%

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