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 33.36% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'980 CHF 8'745 CHF 99.39% 99.39%
12.07.2024 33.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'059 CHF 8'765 CHF 99.04% 99.04%
11.07.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'970 250'000 24'649 CHF 8'750 CHF 97.78% 97.78%
10.07.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'167 250'000 24'829 CHF 8'750 CHF 95.46% 95.46%
09.07.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'432 250'000 24'838 CHF 8'750 CHF 99.06% 99.06%
08.07.2024 33.18% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'113 250'000 25'013 CHF 8'790 CHF 99.23% 99.23%
05.07.2024 26.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'627 250'000 31'999 CHF 10'555 CHF 99.39% 99.39%
04.07.2024 26.32% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'814 250'000 32'932 CHF 10'787 CHF 99.39% 99.39%
03.07.2024 25.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'680 CHF 11'170 CHF 98.61% 98.61%
02.07.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.05% 99.05%

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