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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 37.94% 99.12%
12.07.2024 53.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'969 CHF 12'485 CHF 99.19% 99.19%
11.07.2024 48.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'806 CHF 13'403 CHF 98.91% 98.91%
10.07.2024 40.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'642 CHF 14'821 CHF 98.86% 98.86%
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 99.08% 99.08%
08.07.2024 44.49% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'314 CHF 14'157 CHF 98.90% 98.90%
05.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.78% 98.78%
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 98.91% 98.91%
03.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.83% 98.83%
02.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.65% 98.65%

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