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 6.19% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 157'210 CHF 66'884 CHF 98.71% 98.71%
12.07.2024 4.86% 0.21 CHF 0.22 CHF 900'000 300'000 900'686 300'686 180'705 CHF 63'329 CHF 95.75% 95.75%
11.07.2024 5.40% 0.21 CHF 0.22 CHF 900'000 300'000 978'038 378'038 176'793 CHF 71'846 CHF 97.90% 97.90%
10.07.2024 5.84% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 166'313 CHF 70'525 CHF 98.76% 98.76%
09.07.2024 5.82% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 167'220 CHF 70'888 CHF 99.04% 99.04%
08.07.2024 5.52% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 176'432 CHF 74'573 CHF 96.83% 96.83%
05.07.2024 5.19% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 187'652 CHF 79'061 CHF 95.06% 95.06%
04.07.2024 5.74% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 169'119 CHF 71'647 CHF 95.92% 95.92%
03.07.2024 6.61% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 146'689 CHF 62'676 CHF 98.55% 98.55%
02.07.2024 6.34% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 152'913 CHF 65'165 CHF 98.70% 98.70%

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