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 33.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'048 CHF 18'024 CHF 98.86% 98.86%
12.07.2024 38.36% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'437 CHF 15'719 CHF 98.79% 98.79%
11.07.2024 57.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'476 CHF 11'738 CHF 99.34% 99.34%
10.07.2024 61.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'885 CHF 10'942 CHF 98.41% 98.41%
09.07.2024 40.33% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'877 CHF 14'938 CHF 97.75% 97.75%
08.07.2024 33.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'433 CHF 17'717 CHF 97.51% 97.51%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.36% 98.36%
04.07.2024 28.42% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'245 CHF 20'122 CHF 94.22% 94.22%
03.07.2024 27.80% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'217 CHF 20'609 CHF 99.28% 99.28%
02.07.2024 29.18% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'464 CHF 19'732 CHF 98.92% 98.92%

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