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 63.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'844 CHF 10'422 CHF 99.33% 99.33%
12.07.2024 56.30% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'778 CHF 11'389 CHF 99.02% 99.02%
11.07.2024 55.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'062 CHF 11'531 CHF 99.16% 99.16%
10.07.2024 54.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'224 CHF 11'612 CHF 99.04% 99.04%
09.07.2024 52.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'239 CHF 12'119 CHF 99.11% 99.11%
08.07.2024 56.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'728 CHF 11'364 CHF 99.13% 99.13%
05.07.2024 53.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'659 CHF 11'830 CHF 99.14% 99.14%
04.07.2024 48.91% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'497 CHF 12'748 CHF 99.08% 99.08%
03.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.65% 98.65%
02.07.2024 39.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'042 CHF 15'021 CHF 99.16% 99.16%

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