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 48.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'583 CHF 12'792 CHF 99.50% 99.50%
12.07.2024 43.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'250 CHF 14'125 CHF 99.46% 99.46%
11.07.2024 39.25% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'494 CHF 15'247 CHF 99.55% 99.55%
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 99.58% 99.58%
09.07.2024 31.10% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'790 CHF 18'895 CHF 99.59% 99.59%
08.07.2024 37.55% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'143 CHF 16'071 CHF 99.56% 99.56%
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 99.45% 99.45%
04.07.2024 39.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'009 CHF 15'004 CHF 99.57% 99.57%
03.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.48% 99.48%
02.07.2024 31.33% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'970 CHF 18'485 CHF 99.52% 99.52%

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