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 22.35% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'800 CHF 24'900 CHF 99.10% 99.10%
12.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.88% 98.88%
11.07.2024 24.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'869 CHF 22'934 CHF 99.04% 99.04%
10.07.2024 26.11% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'884 CHF 21'942 CHF 99.11% 99.11%
09.07.2024 27.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'290 CHF 21'145 CHF 99.12% 99.12%
08.07.2024 15.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'904 CHF 34'452 CHF 99.11% 99.11%
05.07.2024 14.77% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'982 CHF 36'491 CHF 98.74% 98.74%
04.07.2024 15.17% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'064 CHF 35'532 CHF 98.78% 98.78%
03.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.06% 99.06%
02.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.16% 99.16%

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