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 12.32% 0.08 CHF 0.09 CHF 625'000 325'000 662'565 343'632 50'455 CHF 29'605 CHF 99.04% 99.04%
12.07.2024 10.63% 0.09 CHF 0.10 CHF 600'000 300'000 579'080 300'000 51'593 CHF 29'737 CHF 98.83% 98.83%
11.07.2024 10.51% 0.09 CHF 0.10 CHF 575'000 300'000 567'362 301'051 51'134 CHF 30'150 CHF 97.60% 97.60%
10.07.2024 10.53% 0.09 CHF 0.10 CHF 575'000 300'000 570'944 300'888 51'385 CHF 30'089 CHF 95.12% 95.12%
09.07.2024 9.79% 0.09 CHF 0.10 CHF 575'000 300'000 514'694 451'324 49'983 CHF 48'775 CHF 98.67% 98.67%
08.07.2024 9.37% 0.10 CHF 0.11 CHF 500'000 500'000 492'029 492'028 50'116 CHF 55'037 CHF 98.59% 98.59%
05.07.2024 8.03% 0.11 CHF 0.12 CHF 425'000 425'000 425'000 425'000 50'801 CHF 55'051 CHF 99.17% 99.17%
04.07.2024 7.94% 0.12 CHF 0.13 CHF 425'000 425'000 420'846 420'846 50'937 CHF 55'146 CHF 99.17% 99.17%
03.07.2024 9.38% 0.13 CHF 0.14 CHF 475'000 475'000 497'387 497'387 50'654 CHF 55'627 CHF 98.45% 98.45%
02.07.2024 8.99% 0.11 CHF 0.12 CHF 425'000 425'000 472'741 472'741 50'239 CHF 54'967 CHF 98.77% 98.77%

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