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 11.39% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 83'048 CHF 46'524 CHF 99.29% 99.29%
12.07.2024 10.61% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 499'974 89'365 CHF 49'680 CHF 99.38% 99.38%
11.07.2024 11.78% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'917 CHF 44'959 CHF 99.36% 99.36%
10.07.2024 10.57% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'660 CHF 49'830 CHF 99.35% 99.35%
09.07.2024 10.29% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 499'315 92'450 CHF 51'149 CHF 99.34% 99.34%
08.07.2024 7.75% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 124'205 CHF 53'682 CHF 99.31% 99.31%
05.07.2024 6.97% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 138'655 CHF 59'462 CHF 99.34% 99.34%
04.07.2024 6.91% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 139'849 CHF 59'940 CHF 99.37% 99.37%
03.07.2024 7.24% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 133'287 CHF 57'315 CHF 99.40% 99.40%
02.07.2024 7.88% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'418 122'219 CHF 52'938 CHF 99.43% 99.43%

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