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 69.85% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'359 CHF 9'679 CHF 97.63% 97.63%
12.07.2024 60.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'773 CHF 10'887 CHF 85.56% 85.56%
11.07.2024 53.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'844 CHF 11'922 CHF 98.85% 98.85%
10.07.2024 52.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'979 CHF 11'989 CHF 99.55% 99.55%
09.07.2024 49.91% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'060 CHF 12'530 CHF 99.58% 99.58%
08.07.2024 47.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'935 CHF 12'968 CHF 99.50% 99.50%
05.07.2024 44.06% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'740 CHF 13'870 CHF 99.52% 99.52%
04.07.2024 42.29% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'813 CHF 14'407 CHF 99.57% 99.57%
03.07.2024 46.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'642 CHF 13'321 CHF 99.05% 99.05%
02.07.2024 45.62% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'950 CHF 13'475 CHF 99.59% 99.59%

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