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 58.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'512 CHF 5'628 CHF 100.00% 100.00%
12.07.2024 66.54% 0.01 CHF 0.02 CHF 1'000'000 250'000 976'773 246'340 9'769 CHF 4'928 CHF 98.47% 98.47%
11.07.2024 58.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'153 250'000 12'291 CHF 5'596 CHF 99.31% 99.31%
10.07.2024 65.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'323 CHF 5'081 CHF 99.41% 99.41%
09.07.2024 65.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 931'262 250'000 9'703 CHF 5'103 CHF 69.32% 69.32%
08.07.2024 52.27% 0.01 CHF 0.02 CHF 250'000 250'000 914'266 247'785 13'319 CHF 6'028 CHF 78.37% 78.37%
05.07.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.67% 99.67%
04.07.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'450 248'488 14'902 CHF 6'212 CHF 98.16% 98.16%
03.07.2024 50.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'851 250'000 14'661 CHF 6'207 CHF 94.57% 94.57%
02.07.2024 65.19% 0.01 CHF 0.02 CHF 1'000'000 250'000 969'959 250'000 10'107 CHF 5'111 CHF 95.29% 95.29%

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