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 20.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'101 CHF 27'551 CHF 97.82% 97.82%
12.07.2024 28.51% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'099 CHF 20'050 CHF 99.00% 99.00%
11.07.2024 37.96% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'782 CHF 15'891 CHF 97.29% 97.29%
10.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 89.33% 89.33%
09.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.40% 99.40%
08.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.55% 97.55%
05.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.93% 96.93%
04.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.37% 99.37%
03.07.2024 39.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'098 CHF 15'049 CHF 97.84% 97.84%
02.07.2024 38.14% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'628 CHF 15'814 CHF 94.67% 94.67%

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