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 50.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'776 250'000 14'616 CHF 6'177 CHF 99.39% 99.39%
12.07.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 986'641 250'000 14'800 CHF 6'250 CHF 99.07% 99.07%
11.07.2024 61.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 987'552 250'000 11'433 CHF 5'389 CHF 98.14% 98.14%
10.07.2024 61.34% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'974 250'000 11'521 CHF 5'399 CHF 95.48% 95.48%
09.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'385 250'000 9'954 CHF 5'000 CHF 99.05% 99.05%
08.07.2024 65.81% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'056 250'000 10'219 CHF 5'065 CHF 99.22% 99.22%
05.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'802 250'000 9'898 CHF 5'000 CHF 92.94% 92.94%
04.07.2024 71.79% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'710 250'000 9'178 CHF 4'808 CHF 99.23% 99.23%
03.07.2024 62.48% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'174 250'000 11'172 CHF 5'314 CHF 98.64% 98.64%
02.07.2024 65.79% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'720 250'000 10'199 CHF 5'066 CHF 99.07% 99.07%

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