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 16.22% 0.06 CHF 0.07 CHF 925'000 475'000 896'567 456'045 50'787 CHF 30'380 CHF 99.39% 99.39%
12.07.2024 16.15% 0.06 CHF 0.07 CHF 850'000 425'000 889'166 451'111 50'631 CHF 30'188 CHF 99.04% 99.04%
11.07.2024 17.38% 0.06 CHF 0.07 CHF 850'000 425'000 950'128 477'424 49'954 CHF 29'877 CHF 98.81% 98.81%
10.07.2024 19.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'957 330'388 45'424 CHF 18'737 CHF 95.48% 95.48%
09.07.2024 23.46% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'257 250'000 37'494 CHF 11'941 CHF 99.04% 99.04%
08.07.2024 23.60% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'887 250'000 37'268 CHF 11'878 CHF 99.22% 99.22%
05.07.2024 22.30% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'525 250'000 39'577 CHF 12'469 CHF 99.38% 99.38%
04.07.2024 24.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'640 250'000 35'213 CHF 11'368 CHF 99.39% 99.39%
03.07.2024 24.98% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'028 CHF 11'257 CHF 98.62% 98.62%
02.07.2024 25.34% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'525 CHF 11'131 CHF 99.05% 99.05%

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