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 7.73% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 124'706 CHF 67'353 CHF 98.65% 98.65%
12.07.2024 7.40% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 130'105 CHF 70'053 CHF 96.15% 96.15%
11.07.2024 8.63% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 110'971 CHF 60'486 CHF 93.84% 93.84%
10.07.2024 9.90% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'471 CHF 53'235 CHF 96.59% 96.59%
09.07.2024 9.74% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'825 CHF 53'912 CHF 97.32% 97.32%
08.07.2024 9.12% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 104'929 CHF 57'465 CHF 98.36% 98.36%
05.07.2024 11.16% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 84'888 CHF 47'444 CHF 96.90% 96.90%
04.07.2024 10.81% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 87'745 CHF 48'873 CHF 99.37% 99.37%
03.07.2024 8.99% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 106'769 CHF 58'385 CHF 96.26% 96.26%
02.07.2024 8.80% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'775 CHF 59'388 CHF 97.41% 97.41%

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