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 4.40% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 222'516 CHF 93'006 CHF 98.85% 98.85%
12.07.2024 4.67% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 209'227 CHF 87'691 CHF 98.86% 98.86%
11.07.2024 5.91% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 164'318 CHF 69'727 CHF 99.29% 99.29%
10.07.2024 6.15% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 157'665 CHF 67'066 CHF 98.47% 98.47%
09.07.2024 5.60% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 174'194 CHF 73'678 CHF 97.72% 97.72%
08.07.2024 4.82% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 202'859 CHF 85'144 CHF 97.49% 97.49%
05.07.2024 4.38% 0.21 CHF 0.22 CHF 1'000'000 400'000 937'462 337'462 209'219 CHF 78'486 CHF 98.29% 98.29%
04.07.2024 4.36% 0.23 CHF 0.24 CHF 900'000 300'000 963'700 363'700 216'220 CHF 85'116 CHF 94.22% 94.22%
03.07.2024 4.38% 0.22 CHF 0.23 CHF 1'000'000 400'000 993'717 393'717 222'185 CHF 91'944 CHF 99.36% 99.36%
02.07.2024 4.96% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 196'911 CHF 82'765 CHF 98.92% 98.92%

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