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 5.89% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 148'600 CHF 52'533 CHF 99.55% 99.55%
12.07.2024 6.04% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 144'556 CHF 51'185 CHF 96.40% 96.40%
11.07.2024 6.59% 0.14 CHF 0.15 CHF 1'000'000 400'000 967'524 367'524 142'699 CHF 57'492 CHF 91.14% 91.14%
10.07.2024 9.05% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 106'041 CHF 46'416 CHF 99.59% 99.59%
09.07.2024 9.03% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 411'707 106'268 CHF 47'676 CHF 96.48% 96.48%
08.07.2024 8.25% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 116'472 CHF 50'589 CHF 99.55% 99.55%
05.07.2024 8.71% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'832 CHF 47'933 CHF 98.00% 98.00%
04.07.2024 8.41% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 114'051 CHF 49'620 CHF 99.56% 99.56%
03.07.2024 8.65% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 110'750 CHF 48'300 CHF 99.52% 99.52%
02.07.2024 7.54% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 127'786 CHF 55'115 CHF 97.48% 97.48%

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