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 41.69% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'114 CHF 14'557 CHF 96.72% 96.72%
12.07.2024 39.84% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'143 CHF 15'072 CHF 98.95% 98.95%
11.07.2024 37.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'842 CHF 15'921 CHF 99.02% 99.02%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 96.62% 96.62%
09.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.07% 98.07%
08.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.85% 98.85%
05.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 94.95% 94.95%
04.07.2024 21.72% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'240 CHF 25'620 CHF 98.65% 98.65%
03.07.2024 20.22% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'955 CHF 27'477 CHF 99.03% 99.03%
02.07.2024 18.64% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'147 CHF 29'574 CHF 98.63% 98.63%

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