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 9.09% 0.10 CHF 0.11 CHF 500'000 500'000 500'000 500'000 52'629 CHF 57'629 CHF 99.49% 99.49%
12.07.2024 8.70% 0.11 CHF 0.12 CHF 500'000 500'000 500'000 500'000 54'999 CHF 59'999 CHF 99.54% 99.54%
11.07.2024 9.24% 0.11 CHF 0.12 CHF 500'000 500'000 500'000 500'000 51'698 CHF 56'698 CHF 99.01% 99.01%
10.07.2024 9.86% 0.10 CHF 0.11 CHF 600'000 600'000 600'000 600'000 58'008 CHF 64'008 CHF 99.58% 99.58%
09.07.2024 11.04% 0.08 CHF 0.09 CHF 600'000 600'000 600'000 600'000 51'370 CHF 57'370 CHF 99.54% 99.54%
08.07.2024 11.02% 0.08 CHF 0.09 CHF 600'000 600'000 600'000 600'000 51'456 CHF 57'456 CHF 99.52% 99.52%
05.07.2024 11.09% 0.09 CHF 0.10 CHF 600'000 600'000 600'000 600'000 51'131 CHF 57'131 CHF 99.58% 99.58%
04.07.2024 11.60% 0.08 CHF 0.09 CHF 600'000 600'000 600'000 600'000 48'769 CHF 54'769 CHF 99.57% 99.57%
03.07.2024 12.45% 0.08 CHF 0.09 CHF 700'000 700'000 700'000 700'000 52'731 CHF 59'731 CHF 99.58% 99.58%
02.07.2024 12.58% 0.07 CHF 0.08 CHF 700'000 700'000 640'357 640'357 47'698 CHF 54'101 CHF 99.55% 99.55%

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