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 9.13% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 104'760 CHF 57'380 CHF 99.43% 99.43%
12.07.2024 6.47% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 149'851 CHF 79'926 CHF 99.43% 99.43%
11.07.2024 7.21% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 134'236 CHF 72'118 CHF 99.36% 99.36%
10.07.2024 8.06% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 119'455 CHF 64'727 CHF 99.47% 99.47%
09.07.2024 15.27% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'573 CHF 35'286 CHF 97.26% 97.26%
08.07.2024 15.49% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'636 CHF 34'818 CHF 99.51% 99.51%
05.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.50% 99.50%
04.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.56% 99.56%
03.07.2024 15.28% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'501 CHF 35'251 CHF 99.50% 99.50%
02.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.41% 98.41%

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