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 11.75% 0.08 CHF 0.09 CHF 625'000 325'000 621'487 324'117 49'784 CHF 29'203 CHF 99.39% 99.39%
12.07.2024 11.40% 0.08 CHF 0.09 CHF 675'000 350'000 609'435 309'976 50'409 CHF 28'726 CHF 99.06% 99.06%
11.07.2024 10.73% 0.09 CHF 0.10 CHF 600'000 300'000 577'829 299'094 51'003 CHF 29'402 CHF 97.90% 97.90%
10.07.2024 10.52% 0.09 CHF 0.10 CHF 575'000 300'000 571'671 301'202 51'475 CHF 30'133 CHF 95.48% 95.48%
09.07.2024 9.65% 0.10 CHF 0.11 CHF 500'000 500'000 508'257 470'677 50'115 CHF 51'346 CHF 99.04% 99.04%
08.07.2024 10.63% 0.09 CHF 0.10 CHF 575'000 300'000 577'161 299'644 51'419 CHF 29'701 CHF 99.24% 99.24%
05.07.2024 10.65% 0.09 CHF 0.10 CHF 575'000 300'000 575'621 302'394 51'171 CHF 29'918 CHF 99.39% 99.39%
04.07.2024 10.23% 0.10 CHF 0.11 CHF 500'000 500'000 547'364 365'647 50'771 CHF 38'011 CHF 99.39% 99.39%
03.07.2024 10.23% 0.09 CHF 0.10 CHF 575'000 300'000 549'090 360'917 50'911 CHF 37'599 CHF 98.62% 98.62%
02.07.2024 10.29% 0.09 CHF 0.10 CHF 575'000 300'000 554'384 345'836 51'055 CHF 35'724 CHF 99.06% 99.06%

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