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 29.28% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'383 CHF 19'692 CHF 99.61% 99.61%
12.07.2024 21.83% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'977 CHF 25'489 CHF 99.50% 99.50%
11.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.11% 99.11%
10.07.2024 39.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'641 CHF 15'320 CHF 99.59% 99.59%
09.07.2024 38.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'021 CHF 15'511 CHF 99.59% 99.59%
08.07.2024 28.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 30'553 CHF 20'276 CHF 99.58% 99.58%
05.07.2024 20.46% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'384 CHF 27'192 CHF 99.30% 99.30%
04.07.2024 21.05% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'893 CHF 26'446 CHF 99.54% 99.54%
03.07.2024 21.00% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'033 CHF 26'517 CHF 99.55% 99.55%
02.07.2024 27.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'430 CHF 20'715 CHF 99.58% 99.58%

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