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 23.52% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'955 CHF 23'977 CHF 97.68% 97.68%
12.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.89% 97.89%
11.07.2024 22.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'488 CHF 25'244 CHF 98.81% 98.81%
10.07.2024 28.47% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'161 CHF 20'080 CHF 98.87% 98.87%
09.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.96% 98.96%
08.07.2024 22.26% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'935 CHF 24'967 CHF 96.74% 96.74%
05.07.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'981 CHF 24'990 CHF 98.31% 98.31%
04.07.2024 22.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'144 CHF 24'572 CHF 93.35% 93.35%
03.07.2024 22.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'010 CHF 24'505 CHF 98.54% 98.54%
02.07.2024 26.42% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'391 CHF 21'695 CHF 98.59% 98.59%

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