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 17.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'894 CHF 31'947 CHF 98.71% 98.71%
12.07.2024 13.12% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 71'365 CHF 40'683 CHF 95.75% 95.75%
11.07.2024 14.64% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'675 CHF 36'837 CHF 98.91% 98.91%
10.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 97.78% 97.78%
09.07.2024 15.43% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'873 CHF 34'936 CHF 99.04% 99.04%
08.07.2024 14.94% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'172 CHF 36'086 CHF 96.84% 96.84%
05.07.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'996 CHF 39'998 CHF 96.04% 96.04%
04.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 95.91% 95.91%
03.07.2024 16.99% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 54'270 CHF 32'135 CHF 98.56% 98.56%
02.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 98.67% 98.67%

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