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 22.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'742 CHF 24'871 CHF 99.57% 99.57%
12.07.2024 18.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 410'231 49'479 CHF 24'303 CHF 97.75% 97.75%
11.07.2024 15.60% 0.06 CHF 0.07 CHF 1'000'000 400'000 999'518 399'518 59'239 CHF 27'671 CHF 99.44% 99.44%
10.07.2024 15.04% 0.07 CHF 0.08 CHF 900'000 300'000 988'171 388'171 60'864 CHF 27'731 CHF 94.56% 94.56%
09.07.2024 16.88% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 54'663 CHF 25'865 CHF 99.08% 99.08%
08.07.2024 21.38% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 478'514 42'083 CHF 24'759 CHF 98.89% 98.89%
05.07.2024 18.25% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'010 49'827 CHF 23'931 CHF 99.56% 99.56%
04.07.2024 19.24% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 438'816 47'374 CHF 25'016 CHF 99.57% 99.57%
03.07.2024 18.65% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 412'706 48'838 CHF 24'183 CHF 99.55% 99.55%
02.07.2024 18.08% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 50'358 CHF 24'143 CHF 99.60% 99.60%

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