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 43.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'220 CHF 14'110 CHF 94.33% 94.33%
12.07.2024 42.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'149 CHF 14'574 CHF 84.66% 84.66%
11.07.2024 37.16% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'483 CHF 16'241 CHF 98.87% 98.87%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.70% 97.70%
09.07.2024 27.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'715 CHF 20'858 CHF 98.44% 98.44%
08.07.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'992 CHF 24'996 CHF 98.88% 98.88%
05.07.2024 22.29% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'900 CHF 24'950 CHF 90.65% 90.65%
04.07.2024 27.06% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'383 CHF 21'192 CHF 98.13% 98.13%
03.07.2024 28.05% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'173 CHF 20'587 CHF 99.13% 99.13%
02.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.42% 96.42%

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