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 28.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'859 CHF 19'929 CHF 99.53% 99.53%
12.07.2024 28.10% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'742 CHF 20'371 CHF 99.49% 99.49%
11.07.2024 38.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'496 CHF 15'748 CHF 99.27% 99.27%
10.07.2024 39.02% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'636 CHF 15'318 CHF 99.52% 99.52%
09.07.2024 40.62% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'630 CHF 14'815 CHF 86.60% 86.60%
08.07.2024 40.03% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.42% 99.42%
05.07.2024 37.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'510 CHF 15'755 CHF 99.33% 99.33%
04.07.2024 37.05% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'022 CHF 16'011 CHF 99.57% 99.57%
03.07.2024 39.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'102 CHF 15'051 CHF 99.42% 99.42%
02.07.2024 46.10% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'703 CHF 13'351 CHF 99.53% 99.53%

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