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 5.59% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 173'974 CHF 73'590 CHF 99.10% 99.10%
12.07.2024 5.48% 0.18 CHF 0.19 CHF 900'000 300'000 987'824 387'824 175'357 CHF 72'684 CHF 98.87% 98.87%
11.07.2024 6.02% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 161'285 CHF 68'514 CHF 99.02% 99.02%
10.07.2024 6.23% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 156'106 CHF 66'442 CHF 99.08% 99.08%
09.07.2024 6.37% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 152'151 CHF 64'860 CHF 99.13% 99.13%
08.07.2024 4.50% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 195'411 CHF 68'137 CHF 99.11% 99.11%
05.07.2024 4.27% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 206'520 CHF 71'840 CHF 98.73% 98.73%
04.07.2024 4.32% 0.23 CHF 0.24 CHF 900'000 300'000 900'000 300'000 204'012 CHF 71'004 CHF 98.79% 98.79%
03.07.2024 4.49% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 196'047 CHF 68'349 CHF 97.64% 97.64%
02.07.2024 5.07% 0.20 CHF 0.21 CHF 900'000 300'000 932'970 332'970 179'399 CHF 67'303 CHF 99.16% 99.16%

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