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
13.08.2024 13.79% 0.07 CHF 0.08 CHF 500'000 100'000 500'000 100'000 33'896 CHF 7'779 CHF 94.97% 94.97%
12.08.2024 12.92% 0.07 CHF 0.08 CHF 500'000 100'000 500'000 100'000 36'327 CHF 8'265 CHF 96.84% 96.84%
09.08.2024 11.34% 0.08 CHF 0.09 CHF 500'000 100'000 500'000 100'000 41'812 CHF 9'362 CHF 99.89% 99.89%
08.08.2024 12.07% 0.08 CHF 0.09 CHF 500'000 100'000 500'000 100'000 39'031 CHF 8'806 CHF 97.33% 97.33%
07.08.2024 13.20% 0.09 CHF 0.10 CHF 500'000 100'000 418'480 90'942 34'976 CHF 8'503 CHF 99.24% 99.24%
06.08.2024 30.64% 0.06 CHF 0.08 CHF 50'000 50'000 39'623 39'623 2'322 CHF 3'117 CHF 97.97% 97.97%
02.08.2024 33.87% 0.07 CHF 0.10 CHF 12'500 12'500 12'500 12'500 1'025 CHF 1'441 CHF 82.61% 82.61%
31.07.2024 15.26% 0.11 CHF 0.13 CHF 50'000 50'000 46'965 46'965 5'127 CHF 5'936 CHF 19.03% 19.03%
30.07.2024 16.48% 0.08 CHF 0.10 CHF 50'000 50'000 50'000 50'000 4'963 CHF 5'846 CHF 44.21% 44.21%
29.07.2024 9.37% 0.09 CHF 0.10 CHF 500'000 100'000 490'516 100'000 49'948 CHF 11'198 CHF 81.82% 81.82%

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