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 15.06% 0.07 CHF 0.08 CHF 310'000 310'000 139'791 139'791 10'214 CHF 11'789 CHF 99.94% 99.94%
12.07.2024 13.89% 0.07 CHF 0.08 CHF 310'000 310'000 137'400 137'400 11'030 CHF 12'581 CHF 99.85% 99.85%
11.07.2024 13.00% 0.10 CHF 0.11 CHF 300'000 300'000 135'405 135'405 12'534 CHF 14'099 CHF 99.82% 99.82%
10.07.2024 12.65% 0.09 CHF 0.10 CHF 300'000 300'000 135'371 135'371 12'488 CHF 14'019 CHF 100.00% 100.00%
09.07.2024 12.14% 0.10 CHF 0.11 CHF 300'000 300'000 135'202 135'202 14'423 CHF 16'097 CHF 99.73% 99.73%
08.07.2024 12.31% 0.14 CHF 0.15 CHF 290'000 290'000 133'386 133'386 15'774 CHF 17'428 CHF 99.78% 99.78%
05.07.2024 12.91% 0.10 CHF 0.11 CHF 300'000 300'000 135'612 135'612 12'975 CHF 14'592 CHF 99.69% 99.69%
04.07.2024 12.13% 0.10 CHF 0.11 CHF 120'000 120'000 98'724 98'724 10'028 CHF 11'271 CHF 99.95% 99.95%
03.07.2024 12.27% 0.10 CHF 0.11 CHF 300'000 300'000 135'266 135'266 13'861 CHF 15'533 CHF 99.74% 99.74%
02.07.2024 11.77% 0.12 CHF 0.13 CHF 300'000 300'000 134'432 134'432 15'879 CHF 17'572 CHF 99.99% 99.99%

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