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 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.59% 99.59%
12.07.2024 26.97% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'515 CHF 21'258 CHF 99.58% 99.58%
11.07.2024 27.10% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'319 CHF 21'159 CHF 99.35% 99.35%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.41% 99.41%
09.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.35% 99.35%
08.07.2024 30.26% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'522 CHF 19'261 CHF 99.09% 99.09%
05.07.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'018 CHF 20'009 CHF 99.24% 99.24%
04.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.37% 99.37%
03.07.2024 37.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'091 CHF 16'046 CHF 99.27% 99.27%
02.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.37% 99.37%

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