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 7.37% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 117'708 CHF 42'236 CHF 99.12% 99.12%
12.07.2024 7.11% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 122'286 CHF 43'762 CHF 98.91% 98.91%
11.07.2024 8.19% 0.13 CHF 0.14 CHF 900'000 300'000 903'836 303'836 106'103 CHF 38'687 CHF 99.01% 99.01%
10.07.2024 8.47% 0.13 CHF 0.14 CHF 900'000 300'000 958'484 358'484 108'743 CHF 44'006 CHF 99.12% 99.12%
09.07.2024 8.72% 0.10 CHF 0.11 CHF 1'000'000 400'000 996'720 396'720 109'550 CHF 47'551 CHF 99.11% 99.11%
08.07.2024 5.42% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 134'668 CHF 47'389 CHF 99.10% 99.10%
05.07.2024 5.02% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 145'992 CHF 51'164 CHF 98.72% 98.72%
04.07.2024 5.04% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 145'145 CHF 50'882 CHF 98.79% 98.79%
03.07.2024 5.41% 0.18 CHF 0.19 CHF 750'000 250'000 770'400 256'800 138'448 CHF 48'717 CHF 99.07% 99.07%
02.07.2024 6.25% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 139'602 CHF 49'534 CHF 99.18% 99.18%

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