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 47.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'940 CHF 12'970 CHF 99.49% 99.49%
12.07.2024 43.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'800 CHF 13'900 CHF 99.33% 99.33%
11.07.2024 56.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'639 CHF 11'319 CHF 99.39% 99.39%
10.07.2024 62.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'015 CHF 10'507 CHF 99.45% 99.45%
09.07.2024 66.63% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'020 CHF 10'010 CHF 86.49% 86.49%
08.07.2024 65.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'247 CHF 10'123 CHF 99.45% 99.45%
05.07.2024 61.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'343 CHF 10'671 CHF 99.36% 99.36%
04.07.2024 60.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'440 CHF 10'720 CHF 99.56% 99.56%
03.07.2024 62.72% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'973 CHF 10'487 CHF 99.49% 99.49%
02.07.2024 73.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'605 CHF 9'303 CHF 99.56% 99.56%

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