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 18.54% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'118 CHF 29'559 CHF 99.56% 99.56%
12.07.2024 17.77% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'468 CHF 30'734 CHF 99.47% 99.47%
11.07.2024 15.40% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'953 CHF 34'976 CHF 99.48% 99.48%
10.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.61% 99.61%
09.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.59% 99.59%
08.07.2024 14.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 63'344 CHF 36'672 CHF 99.55% 99.55%
05.07.2024 15.49% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'618 CHF 34'809 CHF 99.57% 99.57%
04.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.58% 99.58%
03.07.2024 15.42% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'884 CHF 34'942 CHF 99.53% 99.53%
02.07.2024 13.34% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'992 CHF 39'996 CHF 99.57% 99.57%

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