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% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 187'629 CHF 79'052 CHF 99.57% 99.57%
12.07.2024 4.95% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 197'186 CHF 82'875 CHF 99.49% 99.49%
11.07.2024 4.64% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 210'327 CHF 88'131 CHF 99.59% 99.59%
10.07.2024 4.66% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 209'756 CHF 87'903 CHF 99.61% 99.61%
09.07.2024 4.29% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 228'300 CHF 95'320 CHF 99.56% 99.56%
08.07.2024 4.28% 0.27 CHF 0.28 CHF 900'000 300'000 978'567 378'567 224'232 CHF 90'135 CHF 99.57% 99.57%
05.07.2024 4.63% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 211'040 CHF 88'416 CHF 99.59% 99.59%
04.07.2024 4.45% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 219'554 CHF 91'822 CHF 99.58% 99.58%
03.07.2024 4.36% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 224'754 CHF 93'902 CHF 99.53% 99.53%
02.07.2024 4.18% 0.24 CHF 0.25 CHF 900'000 300'000 983'151 383'151 230'055 CHF 93'357 CHF 99.59% 99.59%

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