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 18.28% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'764 CHF 29'882 CHF 99.11% 99.11%
12.07.2024 18.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'968 CHF 29'984 CHF 98.89% 98.89%
11.07.2024 21.70% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'286 CHF 25'643 CHF 99.00% 99.00%
10.07.2024 22.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'873 CHF 25'437 CHF 99.11% 99.11%
09.07.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'992 CHF 24'996 CHF 99.13% 99.13%
08.07.2024 12.08% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 401'176 78'031 CHF 35'307 CHF 99.10% 99.10%
05.07.2024 10.76% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 88'150 CHF 39'260 CHF 98.73% 98.73%
04.07.2024 10.67% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 88'986 CHF 39'594 CHF 98.79% 98.79%
03.07.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 404'379 80'000 CHF 36'394 CHF 99.06% 99.06%
02.07.2024 13.81% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'684 CHF 38'842 CHF 99.18% 99.18%

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