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 11.63% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 437'093 81'377 CHF 39'791 CHF 99.47% 99.47%
12.07.2024 8.99% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 106'628 CHF 46'651 CHF 99.74% 99.74%
11.07.2024 12.19% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 453'951 77'363 CHF 39'513 CHF 99.11% 99.11%
10.07.2024 15.74% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 59'052 CHF 34'526 CHF 99.56% 99.56%
09.07.2024 15.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'591 CHF 34'796 CHF 99.59% 99.59%
08.07.2024 11.26% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 426'835 84'748 CHF 40'184 CHF 99.58% 99.58%
05.07.2024 8.54% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 112'527 CHF 49'011 CHF 99.20% 99.20%
04.07.2024 8.63% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 110'952 CHF 48'381 CHF 99.54% 99.54%
03.07.2024 8.58% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 111'869 CHF 48'748 CHF 99.53% 99.53%
02.07.2024 10.56% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 405'583 90'053 CHF 40'524 CHF 99.43% 99.43%

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