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 61.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'790 CHF 10'895 CHF 99.32% 99.32%
12.07.2024 41.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'458 CHF 14'729 CHF 99.36% 99.36%
11.07.2024 46.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'377 CHF 13'689 CHF 98.13% 98.13%
10.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.36% 99.36%
09.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.36% 99.36%
08.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.31% 99.31%
05.07.2024 39.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'149 CHF 15'074 CHF 98.53% 98.53%
04.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.37% 99.37%
03.07.2024 38.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'102 CHF 15'551 CHF 99.27% 99.27%
02.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.28% 99.28%

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