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 11.63% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 81'205 CHF 45'603 CHF 99.48% 99.48%
12.07.2024 8.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 118'805 CHF 64'402 CHF 99.38% 99.38%
11.07.2024 9.22% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 104'004 CHF 57'002 CHF 99.49% 99.49%
10.07.2024 10.34% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 91'977 CHF 50'988 CHF 99.49% 99.49%
09.07.2024 21.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 42'186 CHF 26'093 CHF 97.26% 97.26%
08.07.2024 19.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 46'058 CHF 28'029 CHF 99.49% 99.49%
05.07.2024 22.14% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'195 CHF 25'098 CHF 99.41% 99.41%
04.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.56% 99.56%
03.07.2024 21.57% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'605 CHF 25'802 CHF 99.39% 99.39%
02.07.2024 23.04% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'705 CHF 24'353 CHF 98.39% 98.39%

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