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 15.57% 0.06 CHF 0.07 CHF 850'000 425'000 859'273 431'959 50'892 CHF 29'897 CHF 100.00% 100.00%
12.07.2024 15.88% 0.06 CHF 0.07 CHF 850'000 425'000 872'293 442'140 50'591 CHF 30'047 CHF 99.68% 99.68%
11.07.2024 16.58% 0.06 CHF 0.07 CHF 925'000 475'000 921'254 472'236 50'987 CHF 30'856 CHF 99.17% 99.17%
10.07.2024 17.89% 0.05 CHF 0.06 CHF 1'000'000 500'000 984'640 487'842 50'166 CHF 29'779 CHF 96.06% 96.06%
09.07.2024 18.93% 0.05 CHF 0.06 CHF 1'000'000 500'000 999'817 413'752 47'953 CHF 24'203 CHF 99.67% 99.67%
08.07.2024 14.39% 0.06 CHF 0.07 CHF 925'000 475'000 786'741 402'218 50'699 CHF 29'967 CHF 99.84% 99.84%
05.07.2024 13.53% 0.07 CHF 0.08 CHF 775'000 400'000 738'844 381'922 50'918 CHF 30'140 CHF 100.00% 100.00%
04.07.2024 13.05% 0.07 CHF 0.08 CHF 725'000 375'000 708'371 366'685 50'745 CHF 29'937 CHF 100.00% 100.00%
03.07.2024 15.88% 0.06 CHF 0.07 CHF 925'000 475'000 879'181 440'619 50'950 CHF 29'946 CHF 99.23% 99.23%
02.07.2024 18.93% 0.05 CHF 0.06 CHF 1'000'000 250'000 999'806 399'478 47'923 CHF 23'400 CHF 99.66% 99.66%

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