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 22.02% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'491 CHF 25'245 CHF 95.51% 95.51%
12.07.2024 22.63% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'358 CHF 24'679 CHF 99.35% 99.35%
11.07.2024 28.11% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'725 CHF 20'363 CHF 99.02% 99.02%
10.07.2024 29.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'360 CHF 19'680 CHF 99.37% 99.37%
09.07.2024 28.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'640 CHF 20'320 CHF 99.37% 99.37%
08.07.2024 23.44% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'080 CHF 24'040 CHF 99.31% 99.31%
05.07.2024 16.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 55'320 CHF 32'660 CHF 99.32% 99.32%
04.07.2024 15.64% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'090 CHF 34'545 CHF 99.37% 99.37%
03.07.2024 17.60% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'095 CHF 31'047 CHF 99.38% 99.38%
02.07.2024 15.12% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'309 CHF 35'654 CHF 99.38% 99.38%

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