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 20.40% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'510 CHF 27'255 CHF 99.29% 99.29%
12.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.28% 99.28%
11.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.27% 99.27%
10.07.2024 18.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'888 CHF 29'944 CHF 99.33% 99.33%
09.07.2024 16.11% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'423 CHF 33'712 CHF 99.36% 99.36%
08.07.2024 17.82% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'302 CHF 30'651 CHF 99.36% 99.36%
05.07.2024 13.80% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'701 CHF 38'851 CHF 99.30% 99.30%
04.07.2024 13.30% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'212 CHF 40'106 CHF 99.36% 99.36%
03.07.2024 12.96% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 72'382 CHF 41'191 CHF 99.27% 99.27%
02.07.2024 14.25% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 65'536 CHF 37'768 CHF 99.38% 99.38%

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