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 13.62% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 492'079 69'111 CHF 38'842 CHF 99.33% 99.33%
12.07.2024 11.44% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 417'401 82'585 CHF 38'600 CHF 99.35% 99.35%
11.07.2024 11.61% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 497'312 81'236 CHF 45'349 CHF 99.34% 99.34%
10.07.2024 14.73% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'211 CHF 36'605 CHF 99.43% 99.43%
09.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'120 CHF 35'060 CHF 99.33% 99.33%
08.07.2024 15.26% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'946 CHF 35'473 CHF 99.38% 99.38%
05.07.2024 18.15% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'119 CHF 30'060 CHF 99.37% 99.37%
04.07.2024 18.42% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'422 CHF 29'711 CHF 99.37% 99.37%
03.07.2024 19.36% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'080 CHF 28'540 CHF 99.36% 99.36%
02.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.29% 99.29%

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