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 40.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'824 CHF 14'912 CHF 99.65% 99.65%
12.07.2024 28.44% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'208 CHF 20'104 CHF 99.66% 99.66%
11.07.2024 28.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'221 CHF 20'111 CHF 99.44% 99.44%
10.07.2024 32.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'609 CHF 17'805 CHF 99.50% 99.50%
09.07.2024 81.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'371 CHF 8'686 CHF 97.27% 97.27%
08.07.2024 78.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'703 CHF 8'852 CHF 99.46% 99.46%
05.07.2024 81.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'323 CHF 8'661 CHF 99.48% 99.48%
04.07.2024 75.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'204 CHF 9'102 CHF 99.58% 99.58%
03.07.2024 71.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'066 CHF 9'533 CHF 99.39% 99.39%
02.07.2024 85.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'676 CHF 8'338 CHF 98.41% 98.41%

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