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 26.32% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 33'548 CHF 26'129 CHF 99.17% 99.17%
12.07.2024 23.03% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 38'731 CHF 29'239 CHF 99.17% 99.17%
11.07.2024 25.19% 0.03 CHF 0.04 CHF 1'000'000 600'000 1'000'000 600'000 35'326 CHF 27'196 CHF 99.17% 99.17%
10.07.2024 27.28% 0.04 CHF 0.05 CHF 1'000'000 600'000 1'000'000 600'000 32'027 CHF 25'216 CHF 99.16% 99.16%
09.07.2024 39.82% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 20'155 CHF 18'093 CHF 99.17% 99.17%
08.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 20'000 CHF 18'000 CHF 99.16% 99.16%
05.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 20'000 CHF 18'000 CHF 99.16% 99.16%
04.07.2024 40.58% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 19'782 CHF 17'869 CHF 99.16% 99.16%
03.07.2024 54.53% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 14'553 CHF 14'732 CHF 99.17% 99.17%
02.07.2024 66.16% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'190 CHF 12'114 CHF 99.16% 99.16%

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