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 15.84% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'379 CHF 34'190 CHF 99.36% 99.36%
12.07.2024 15.34% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 499'909 60'217 CHF 35'101 CHF 99.40% 99.40%
11.07.2024 14.71% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 471'674 63'378 CHF 34'423 CHF 98.10% 98.10%
10.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.38% 99.38%
09.07.2024 14.32% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 494'246 65'206 CHF 37'143 CHF 99.37% 99.37%
08.07.2024 17.53% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'331 CHF 31'166 CHF 99.30% 99.30%
05.07.2024 18.41% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'440 CHF 29'720 CHF 98.62% 98.62%
04.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.37% 99.37%
03.07.2024 18.47% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'291 CHF 29'645 CHF 99.35% 99.35%
02.07.2024 21.98% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'593 CHF 25'297 CHF 99.39% 99.39%

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