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 28.13% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'697 CHF 20'348 CHF 99.23% 99.23%
12.07.2024 23.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'347 CHF 23'674 CHF 99.07% 99.07%
11.07.2024 18.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'611 CHF 29'806 CHF 97.65% 97.65%
10.07.2024 18.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'896 CHF 29'948 CHF 99.16% 99.16%
09.07.2024 17.61% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'043 CHF 31'021 CHF 98.93% 98.93%
08.07.2024 18.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'083 CHF 30'042 CHF 98.95% 98.95%
05.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.60% 98.60%
04.07.2024 18.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'280 CHF 30'140 CHF 99.38% 99.38%
03.07.2024 15.61% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'197 CHF 34'599 CHF 98.88% 98.88%
02.07.2024 17.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'393 CHF 30'697 CHF 98.99% 98.99%

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