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 20.16% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'467 250'000 44'309 CHF 13'662 CHF 99.39% 99.39%
12.07.2024 19.91% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'356 264'305 44'890 CHF 14'644 CHF 99.07% 99.07%
11.07.2024 19.46% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'325 328'690 46'231 CHF 18'789 CHF 98.21% 98.21%
10.07.2024 20.25% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'713 250'000 44'146 CHF 13'607 CHF 95.50% 95.50%
09.07.2024 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'987 250'000 44'729 CHF 13'750 CHF 99.04% 99.04%
08.07.2024 19.92% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'653 266'059 44'993 CHF 14'732 CHF 99.24% 99.24%
05.07.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 990'934 496'978 49'592 CHF 29'842 CHF 99.39% 99.39%
04.07.2024 16.22% 0.06 CHF 0.07 CHF 925'000 475'000 890'413 454'517 50'448 CHF 30'284 CHF 99.39% 99.39%
03.07.2024 12.37% 0.08 CHF 0.09 CHF 675'000 350'000 662'157 344'266 50'217 CHF 29'548 CHF 98.62% 98.62%
02.07.2024 11.00% 0.09 CHF 0.10 CHF 575'000 300'000 592'452 299'785 50'893 CHF 28'757 CHF 99.05% 99.05%

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