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 34.32% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'968 CHF 17'484 CHF 99.58% 99.58%
12.07.2024 28.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'449 CHF 20'224 CHF 99.45% 99.45%
11.07.2024 33.54% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'845 CHF 17'423 CHF 99.13% 99.13%
10.07.2024 40.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'648 CHF 14'824 CHF 99.58% 99.58%
09.07.2024 39.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'033 CHF 15'017 CHF 99.59% 99.59%
08.07.2024 30.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'917 CHF 18'959 CHF 99.58% 99.58%
05.07.2024 28.02% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'874 CHF 20'437 CHF 99.30% 99.30%
04.07.2024 27.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'637 CHF 20'818 CHF 99.55% 99.55%
03.07.2024 26.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'747 CHF 21'374 CHF 99.56% 99.56%
02.07.2024 28.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'907 CHF 19'954 CHF 99.59% 99.59%

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