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 46.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'521 CHF 13'260 CHF 99.57% 99.57%
12.07.2024 45.42% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'027 CHF 13'513 CHF 96.40% 96.40%
11.07.2024 48.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'741 CHF 12'871 CHF 91.14% 91.14%
10.07.2024 65.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'398 CHF 10'199 CHF 99.60% 99.60%
09.07.2024 64.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'619 CHF 10'310 CHF 96.48% 96.48%
08.07.2024 64.31% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'566 CHF 10'283 CHF 99.56% 99.56%
05.07.2024 63.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'808 CHF 10'404 CHF 98.04% 98.04%
04.07.2024 58.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'983 CHF 10'991 CHF 99.57% 99.57%
03.07.2024 70.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'145 CHF 9'573 CHF 99.52% 99.52%
02.07.2024 59.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'823 CHF 10'912 CHF 97.49% 97.49%

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