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 7.04% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 137'538 CHF 59'015 CHF 98.42% 98.42%
12.07.2024 6.87% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 140'604 CHF 60'241 CHF 96.50% 96.50%
11.07.2024 7.95% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 401'187 120'932 CHF 52'522 CHF 93.77% 93.77%
10.07.2024 9.36% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 498'245 102'006 CHF 55'783 CHF 96.51% 96.51%
09.07.2024 9.54% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 100'149 CHF 55'075 CHF 97.31% 97.31%
08.07.2024 8.58% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 472'505 111'871 CHF 57'361 CHF 98.50% 98.50%
05.07.2024 10.63% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'196 CHF 49'598 CHF 97.99% 97.99%
04.07.2024 10.31% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 92'264 CHF 51'132 CHF 99.36% 99.36%
03.07.2024 8.33% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 447'840 115'815 CHF 56'127 CHF 97.70% 97.70%
02.07.2024 8.09% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 434'129 118'642 CHF 55'758 CHF 97.91% 97.91%

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