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 20.10% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 255'914 44'767 CHF 14'017 CHF 99.39% 99.39%
12.07.2024 18.77% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 420'098 48'391 CHF 24'782 CHF 99.08% 99.08%
11.07.2024 20.44% 0.05 CHF 0.06 CHF 1'000'000 500'000 985'745 286'181 43'508 CHF 15'667 CHF 97.76% 97.76%
10.07.2024 20.17% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'929 250'000 44'292 CHF 13'652 CHF 95.47% 95.47%
09.07.2024 19.61% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'143 314'137 45'804 CHF 17'856 CHF 99.05% 99.05%
08.07.2024 18.57% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'025 440'928 48'596 CHF 26'161 CHF 99.24% 99.24%
05.07.2024 16.72% 0.05 CHF 0.06 CHF 1'000'000 500'000 921'013 469'746 50'484 CHF 30'449 CHF 99.39% 99.39%
04.07.2024 17.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 979'215 493'071 49'819 CHF 30'024 CHF 99.39% 99.39%
03.07.2024 17.62% 0.05 CHF 0.06 CHF 1'000'000 500'000 972'283 490'761 50'338 CHF 30'329 CHF 98.62% 98.62%
02.07.2024 20.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 295'656 44'585 CHF 16'382 CHF 99.05% 99.05%

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