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 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'001 CHF 30'000 CHF 99.55% 99.55%
12.07.2024 18.13% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'175 CHF 30'087 CHF 96.38% 96.38%
11.07.2024 18.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'443 CHF 30'222 CHF 91.14% 91.14%
10.07.2024 27.18% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'185 CHF 21'092 CHF 99.59% 99.59%
09.07.2024 23.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'336 CHF 23'668 CHF 96.49% 96.49%
08.07.2024 23.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'516 CHF 24'258 CHF 99.57% 99.57%
05.07.2024 27.94% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'990 CHF 20'495 CHF 98.02% 98.02%
04.07.2024 24.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'860 CHF 23'430 CHF 99.56% 99.56%
03.07.2024 27.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'169 CHF 20'584 CHF 99.40% 99.40%
02.07.2024 22.39% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'731 CHF 24'865 CHF 97.48% 97.48%

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