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 1'000'000 600'000 1'000'000 600'000 40'003 CHF 30'002 CHF 99.17% 99.17%
12.07.2024 21.10% 0.04 CHF 0.05 CHF 1'000'000 600'000 1'000'000 600'000 42'778 CHF 31'667 CHF 99.17% 99.17%
11.07.2024 21.53% 0.04 CHF 0.05 CHF 1'000'000 600'000 1'000'000 600'000 41'704 CHF 31'022 CHF 99.17% 99.17%
10.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 600'000 1'000'000 600'000 40'000 CHF 30'000 CHF 99.17% 99.17%
09.07.2024 28.15% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 30'670 CHF 24'402 CHF 99.17% 99.17%
08.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 30'000 CHF 24'000 CHF 99.16% 99.16%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 30'000 CHF 24'000 CHF 99.16% 99.16%
04.07.2024 28.76% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 29'835 CHF 23'901 CHF 99.17% 99.17%
03.07.2024 33.38% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 25'795 CHF 21'477 CHF 99.17% 99.17%
02.07.2024 36.38% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 23'164 CHF 19'899 CHF 99.15% 99.15%

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