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 19.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'936 CHF 28'968 CHF 94.77% 94.77%
12.07.2024 18.37% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'539 CHF 29'770 CHF 99.26% 99.26%
11.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.21% 98.21%
10.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.37% 99.37%
09.07.2024 28.38% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'307 CHF 20'154 CHF 99.39% 99.39%
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 98.72% 98.72%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.81% 98.81%
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 99.37% 99.37%
03.07.2024 28.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'997 CHF 19'998 CHF 99.38% 99.38%
02.07.2024 28.51% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'099 CHF 20'049 CHF 99.40% 99.40%

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