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 42.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'661 CHF 14'331 CHF 97.20% 97.20%
12.07.2024 36.20% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'735 CHF 16'368 CHF 99.31% 99.31%
11.07.2024 46.37% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'667 CHF 13'333 CHF 98.91% 98.91%
10.07.2024 48.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'526 CHF 12'763 CHF 99.31% 99.31%
09.07.2024 52.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'244 CHF 12'122 CHF 98.96% 98.96%
08.07.2024 52.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'946 CHF 11'973 CHF 99.21% 99.21%
05.07.2024 49.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'246 CHF 12'623 CHF 99.33% 99.33%
04.07.2024 49.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'004 CHF 12'502 CHF 99.51% 99.51%
03.07.2024 46.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'555 CHF 13'277 CHF 97.76% 97.76%
02.07.2024 51.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'433 CHF 12'216 CHF 99.05% 99.05%

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