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 22.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'089 CHF 25'045 CHF 95.50% 95.50%
12.07.2024 22.89% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'954 CHF 24'477 CHF 99.28% 99.28%
11.07.2024 28.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'865 CHF 20'433 CHF 99.16% 99.16%
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 99.37% 99.37%
09.07.2024 27.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'914 CHF 20'457 CHF 99.34% 99.34%
08.07.2024 23.45% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'062 CHF 24'031 CHF 99.37% 99.37%
05.07.2024 19.01% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'945 CHF 28'973 CHF 99.21% 99.21%
04.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.37% 99.37%
03.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.38% 99.38%
02.07.2024 17.63% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'971 CHF 30'985 CHF 99.30% 99.30%

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