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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
12.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
11.07.2024 64.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'981 CHF 5'245 CHF 91.40% 91.40%
10.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.37% 99.37%
09.07.2024 29.00% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'627 CHF 9'907 CHF 99.37% 99.37%
08.07.2024 25.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 35'039 CHF 11'260 CHF 99.38% 99.38%
05.07.2024 22.34% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'815 CHF 12'454 CHF 99.00% 99.00%
04.07.2024 21.56% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 41'971 CHF 12'993 CHF 91.03% 91.03%
03.07.2024 39.27% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 21'102 CHF 7'775 CHF 99.38% 99.38%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%

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