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 27.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'909 CHF 20'454 CHF 95.43% 95.43%
12.07.2024 22.14% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'204 CHF 25'102 CHF 99.39% 99.39%
11.07.2024 18.47% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'353 CHF 29'677 CHF 99.15% 99.15%
10.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'010 CHF 35'005 CHF 99.36% 99.36%
09.07.2024 17.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'507 CHF 31'254 CHF 99.41% 99.41%
08.07.2024 19.15% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'609 CHF 28'805 CHF 99.32% 99.32%
05.07.2024 24.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'163 CHF 23'082 CHF 99.18% 99.18%
04.07.2024 24.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'241 CHF 23'121 CHF 99.37% 99.37%
03.07.2024 22.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'818 CHF 24'909 CHF 99.41% 99.41%
02.07.2024 25.63% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'626 CHF 22'313 CHF 99.40% 99.40%

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