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 12.18% 0.08 CHF 0.09 CHF 900'000 300'000 848'531 282'844 65'523 CHF 24'669 CHF 99.60% 99.60%
12.07.2024 9.78% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 73'126 CHF 26'875 CHF 98.02% 98.02%
11.07.2024 8.60% 0.11 CHF 0.12 CHF 750'000 250'000 704'457 234'819 78'313 CHF 28'452 CHF 99.42% 99.42%
10.07.2024 8.53% 0.12 CHF 0.13 CHF 600'000 200'000 723'143 241'048 81'011 CHF 29'414 CHF 94.56% 94.56%
09.07.2024 9.39% 0.11 CHF 0.12 CHF 750'000 250'000 745'126 248'375 75'688 CHF 27'713 CHF 99.11% 99.11%
08.07.2024 12.42% 0.10 CHF 0.11 CHF 750'000 250'000 867'047 289'016 65'929 CHF 24'867 CHF 98.89% 98.89%
05.07.2024 10.35% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 68'852 CHF 25'451 CHF 99.51% 99.51%
04.07.2024 10.54% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 67'441 CHF 24'980 CHF 99.57% 99.57%
03.07.2024 10.49% 0.09 CHF 0.10 CHF 750'000 250'000 750'099 250'033 67'881 CHF 25'127 CHF 99.48% 99.48%
02.07.2024 9.85% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 72'601 CHF 26'700 CHF 99.56% 99.56%

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