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 7.01% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 137'838 CHF 73'919 CHF 99.71% 99.71%
12.07.2024 6.96% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 138'771 CHF 74'385 CHF 96.36% 96.36%
11.07.2024 7.65% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 126'190 CHF 68'095 CHF 91.14% 91.14%
10.07.2024 9.35% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 102'131 CHF 56'066 CHF 99.56% 99.56%
09.07.2024 9.09% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 105'579 CHF 57'790 CHF 96.48% 96.48%
08.07.2024 8.77% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 109'045 CHF 59'523 CHF 99.57% 99.57%
05.07.2024 9.48% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'545 CHF 55'272 CHF 98.02% 98.02%
04.07.2024 8.89% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 107'623 CHF 58'812 CHF 99.58% 99.58%
03.07.2024 9.40% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 101'471 CHF 55'736 CHF 99.40% 99.40%
02.07.2024 8.15% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 117'912 CHF 63'956 CHF 97.49% 97.49%

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