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 15.32% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 60'811 CHF 35'406 CHF 99.36% 99.36%
12.07.2024 13.97% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 66'884 CHF 38'442 CHF 99.28% 99.28%
11.07.2024 13.50% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'203 CHF 39'601 CHF 99.37% 99.37%
10.07.2024 16.52% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 55'936 CHF 32'968 CHF 99.40% 99.40%
09.07.2024 18.00% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'635 CHF 30'318 CHF 99.35% 99.35%
08.07.2024 16.54% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 55'857 CHF 32'928 CHF 99.33% 99.33%
05.07.2024 18.22% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'900 CHF 29'950 CHF 99.39% 99.39%
04.07.2024 19.56% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 46'585 CHF 28'292 CHF 99.37% 99.37%
03.07.2024 20.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 43'512 CHF 26'756 CHF 99.36% 99.36%
02.07.2024 18.31% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'674 CHF 29'837 CHF 99.40% 99.40%

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