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 13.31% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'144 CHF 40'072 CHF 99.59% 99.59%
12.07.2024 15.08% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'470 CHF 35'735 CHF 99.13% 99.13%
11.07.2024 15.11% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'359 CHF 35'679 CHF 99.36% 99.36%
10.07.2024 17.32% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 53'085 CHF 31'543 CHF 99.40% 99.40%
09.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.43% 99.43%
08.07.2024 18.29% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'737 CHF 29'869 CHF 99.09% 99.09%
05.07.2024 17.57% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'181 CHF 31'091 CHF 99.28% 99.28%
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 99.36% 99.36%
03.07.2024 21.52% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'742 CHF 25'871 CHF 99.28% 99.28%
02.07.2024 23.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'871 CHF 23'936 CHF 99.15% 99.15%

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