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 47.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'887 CHF 12'944 CHF 98.94% 98.94%
12.07.2024 44.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'703 CHF 13'851 CHF 99.24% 99.24%
11.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.96% 98.96%
10.07.2024 29.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'030 CHF 19'515 CHF 99.16% 99.16%
09.07.2024 31.18% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'714 CHF 18'857 CHF 99.06% 99.06%
08.07.2024 39.72% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'244 CHF 15'122 CHF 99.06% 99.06%
05.07.2024 37.72% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'999 CHF 16'000 CHF 99.05% 99.05%
04.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.06% 99.06%
03.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.14% 99.14%
02.07.2024 28.02% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'867 CHF 20'433 CHF 99.18% 99.18%

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