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 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%
12.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.24% 99.24%
11.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.32% 99.32%
10.07.2024 39.55% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'397 CHF 15'199 CHF 99.38% 99.38%
09.07.2024 30.09% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'675 CHF 19'337 CHF 99.37% 99.37%
08.07.2024 37.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'369 CHF 16'185 CHF 99.38% 99.38%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.39% 99.39%
04.07.2024 27.31% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'992 CHF 20'996 CHF 99.37% 99.37%
03.07.2024 25.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'258 CHF 22'629 CHF 99.35% 99.35%
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 99.39% 99.39%

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