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 18.65% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'839 CHF 29'420 CHF 98.56% 98.56%
12.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 96.38% 96.38%
11.07.2024 21.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'808 CHF 25'404 CHF 93.72% 93.72%
10.07.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'986 CHF 24'993 CHF 97.22% 97.22%
09.07.2024 23.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'859 CHF 23'929 CHF 97.68% 97.68%
08.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.21% 98.21%
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 96.79% 96.79%
04.07.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'014 CHF 20'007 CHF 99.36% 99.36%
03.07.2024 22.92% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'907 CHF 24'454 CHF 97.50% 97.50%
02.07.2024 22.11% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'272 CHF 25'136 CHF 97.45% 97.45%

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