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 31.81% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'168 CHF 18'584 CHF 97.65% 97.65%
12.07.2024 30.17% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'471 CHF 19'735 CHF 85.36% 85.36%
11.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.88% 98.88%
10.07.2024 26.08% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'918 CHF 21'959 CHF 99.63% 99.63%
09.07.2024 26.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'321 CHF 21'660 CHF 99.52% 99.52%
08.07.2024 22.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'591 CHF 24'795 CHF 99.55% 99.55%
05.07.2024 22.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'260 CHF 25'130 CHF 99.58% 99.58%
04.07.2024 21.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'654 CHF 26'327 CHF 99.55% 99.55%
03.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.06% 99.06%
02.07.2024 22.29% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'892 CHF 24'946 CHF 99.59% 99.59%

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