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 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.53% 99.53%
12.07.2024 20.73% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'703 CHF 26'851 CHF 99.39% 99.39%
11.07.2024 26.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'168 CHF 21'584 CHF 99.42% 99.42%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.43% 99.43%
09.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 86.64% 86.64%
08.07.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'087 CHF 20'044 CHF 99.45% 99.45%
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 99.37% 99.37%
04.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.57% 99.57%
03.07.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'141 CHF 20'071 CHF 99.42% 99.42%
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 99.52% 99.52%

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