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 25.89% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'217 CHF 22'109 CHF 96.39% 96.39%
12.07.2024 25.89% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'220 CHF 22'110 CHF 97.69% 97.69%
11.07.2024 23.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'429 CHF 24'214 CHF 97.90% 97.90%
10.07.2024 29.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'979 CHF 19'489 CHF 96.84% 96.84%
09.07.2024 28.94% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'680 CHF 19'840 CHF 94.82% 94.82%
08.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 95.77% 95.77%
05.07.2024 23.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'396 CHF 23'698 CHF 97.73% 97.73%
04.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 90.55% 90.55%
03.07.2024 23.13% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'571 CHF 24'285 CHF 95.93% 95.93%
02.07.2024 31.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'029 CHF 18'515 CHF 98.90% 98.90%

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