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 13.39% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 434'142 69'802 CHF 34'606 CHF 95.51% 95.51%
12.07.2024 11.53% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 81'900 CHF 36'760 CHF 99.41% 99.41%
11.07.2024 9.67% 0.08 CHF 0.09 CHF 1'000'000 400'000 999'719 399'719 98'626 CHF 43'429 CHF 99.14% 99.14%
10.07.2024 8.47% 0.11 CHF 0.12 CHF 1'000'000 400'000 937'540 337'540 106'014 CHF 41'466 CHF 99.36% 99.36%
09.07.2024 9.29% 0.10 CHF 0.11 CHF 1'000'000 400'000 998'315 398'315 102'696 CHF 44'945 CHF 99.33% 99.33%
08.07.2024 10.33% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 91'994 CHF 40'798 CHF 99.41% 99.41%
05.07.2024 12.80% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 479'079 73'702 CHF 39'816 CHF 99.25% 99.25%
04.07.2024 13.18% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'963 CHF 40'482 CHF 99.37% 99.37%
03.07.2024 12.04% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 444'243 78'267 CHF 39'115 CHF 99.27% 99.27%
02.07.2024 13.11% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'741 71'656 CHF 40'805 CHF 99.30% 99.30%

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