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 40.12% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'941 CHF 7'485 CHF 99.39% 99.39%
12.07.2024 43.17% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'415 CHF 7'104 CHF 99.06% 99.06%
11.07.2024 42.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'771 250'000 18'653 CHF 7'194 CHF 98.71% 98.71%
10.07.2024 45.67% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'149 250'000 17'030 CHF 6'792 CHF 95.44% 95.44%
09.07.2024 45.43% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'351 250'000 17'152 CHF 6'821 CHF 99.06% 99.06%
08.07.2024 42.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'040 250'000 18'873 CHF 7'248 CHF 99.23% 99.23%
05.07.2024 41.59% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'584 250'000 19'058 CHF 7'302 CHF 99.39% 99.39%
04.07.2024 43.52% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'798 250'000 18'094 CHF 7'060 CHF 99.39% 99.39%
03.07.2024 42.27% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'865 CHF 7'216 CHF 98.62% 98.62%
02.07.2024 47.59% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'205 CHF 6'551 CHF 99.06% 99.06%

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