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 10.20% 0.09 CHF 0.10 CHF 750'000 150'000 750'000 148'481 69'958 CHF 15'325 CHF 99.16% 99.16%
12.07.2024 9.57% 0.10 CHF 0.11 CHF 750'000 150'000 750'000 112'075 74'745 CHF 12'253 CHF 99.16% 99.16%
11.07.2024 9.45% 0.11 CHF 0.12 CHF 750'000 100'000 750'000 133'389 75'852 CHF 14'721 CHF 99.17% 99.17%
10.07.2024 10.99% 0.09 CHF 0.10 CHF 750'000 150'000 750'000 149'490 64'709 CHF 14'391 CHF 99.16% 99.16%
09.07.2024 13.01% 0.07 CHF 0.08 CHF 750'000 150'000 750'000 150'000 54'037 CHF 12'308 CHF 99.16% 99.16%
08.07.2024 12.91% 0.07 CHF 0.08 CHF 750'000 150'000 750'000 150'000 54'536 CHF 12'407 CHF 99.15% 99.15%
05.07.2024 11.87% 0.08 CHF 0.09 CHF 750'000 150'000 750'000 150'000 59'625 CHF 13'425 CHF 99.14% 99.14%
04.07.2024 11.78% 0.08 CHF 0.09 CHF 750'000 150'000 750'000 150'000 59'932 CHF 13'486 CHF 99.17% 99.17%
03.07.2024 13.15% 0.08 CHF 0.09 CHF 750'000 150'000 750'000 150'000 53'397 CHF 12'179 CHF 99.15% 99.15%
02.07.2024 16.49% 0.07 CHF 0.08 CHF 750'000 150'000 750'000 162'477 42'331 CHF 10'715 CHF 99.17% 99.17%

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