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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.54% 95.54%
12.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.36% 99.36%
11.07.2024 44.30% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'386 CHF 14'193 CHF 99.15% 99.15%
10.07.2024 66.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'080 CHF 10'040 CHF 99.33% 99.33%
09.07.2024 41.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'422 CHF 14'711 CHF 99.36% 99.36%
08.07.2024 43.57% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'660 CHF 14'330 CHF 99.38% 99.38%
05.07.2024 33.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'320 CHF 17'660 CHF 99.28% 99.28%
04.07.2024 30.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'107 CHF 19'053 CHF 99.37% 99.37%
03.07.2024 37.69% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'020 CHF 16'010 CHF 99.39% 99.39%
02.07.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'976 CHF 19'988 CHF 99.29% 99.29%

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