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 41.10% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'419 CHF 14'710 CHF 99.60% 99.60%
12.07.2024 39.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'470 CHF 15'235 CHF 99.72% 99.72%
11.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.53% 99.53%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.59% 99.59%
09.07.2024 24.41% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'552 CHF 23'276 CHF 99.58% 99.58%
08.07.2024 26.71% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 33'385 CHF 21'693 CHF 99.55% 99.55%
05.07.2024 28.63% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'946 CHF 19'973 CHF 99.58% 99.58%
04.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'006 CHF 20'003 CHF 99.58% 99.58%
03.07.2024 24.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'130 CHF 23'065 CHF 99.57% 99.57%
02.07.2024 22.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'491 CHF 25'245 CHF 99.59% 99.59%

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