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 19.18% 0.05 CHF 0.06 CHF 500'000 50'000 489'718 49'065 24'502 CHF 2'948 CHF 97.50% 97.50%
12.07.2024 16.65% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 50'000 27'741 CHF 3'274 CHF 84.07% 84.07%
11.07.2024 18.17% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 25'016 CHF 3'002 CHF 99.53% 99.53%
10.07.2024 19.66% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 23'166 CHF 2'817 CHF 99.54% 99.54%
09.07.2024 18.18% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 25'000 CHF 3'000 CHF 99.57% 99.57%
08.07.2024 18.18% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 25'000 CHF 3'000 CHF 99.47% 99.47%
05.07.2024 15.91% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 29'053 CHF 3'405 CHF 98.44% 98.44%
04.07.2024 15.51% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 50'000 29'779 CHF 3'478 CHF 83.14% 83.14%
03.07.2024 17.64% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 25'975 CHF 3'097 CHF 95.88% 95.88%
02.07.2024 18.28% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 50'000 24'882 CHF 2'988 CHF 93.50% 93.50%

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