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 9.49% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'467 CHF 55'234 CHF 95.43% 95.43%
12.07.2024 9.74% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'862 CHF 53'931 CHF 99.37% 99.37%
11.07.2024 10.68% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 88'813 CHF 49'406 CHF 99.18% 99.18%
10.07.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'290 CHF 45'145 CHF 99.39% 99.39%
09.07.2024 10.56% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'707 CHF 49'854 CHF 99.35% 99.35%
08.07.2024 9.87% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 96'528 CHF 53'264 CHF 99.34% 99.34%
05.07.2024 8.24% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 116'741 CHF 63'371 CHF 99.31% 99.31%
04.07.2024 8.00% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 119'978 CHF 64'989 CHF 99.36% 99.36%
03.07.2024 8.47% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 113'301 CHF 61'650 CHF 99.35% 99.35%
02.07.2024 7.65% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 474'516 125'909 CHF 64'378 CHF 99.30% 99.30%

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