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 15.73% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'987 CHF 34'494 CHF 99.04% 99.04%
12.07.2024 11.70% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 469'713 81'072 CHF 42'508 CHF 99.45% 99.45%
11.07.2024 9.82% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 406'133 97'623 CHF 43'601 CHF 98.82% 98.82%
10.07.2024 8.83% 0.12 CHF 0.13 CHF 1'000'000 400'000 996'353 396'353 108'223 CHF 46'990 CHF 98.51% 98.51%
09.07.2024 9.61% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 99'228 CHF 43'691 CHF 99.58% 99.58%
08.07.2024 9.78% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'519 97'452 CHF 43'028 CHF 96.25% 96.25%
05.07.2024 10.31% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'146 92'335 CHF 40'947 CHF 99.47% 99.47%
04.07.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 402'136 90'000 CHF 40'214 CHF 99.40% 99.40%
03.07.2024 8.98% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 106'560 CHF 46'624 CHF 99.58% 99.58%
02.07.2024 8.62% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 111'074 CHF 48'430 CHF 99.42% 99.42%

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