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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 93.46% 93.46%
12.07.2024 28.28% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'457 CHF 20'228 CHF 93.21% 93.21%
11.07.2024 22.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'256 CHF 25'128 CHF 94.59% 94.59%
10.07.2024 21.65% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'425 CHF 25'713 CHF 96.17% 96.17%
09.07.2024 22.40% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'713 CHF 24'856 CHF 91.55% 91.55%
08.07.2024 22.04% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'459 CHF 25'229 CHF 95.72% 95.72%
05.07.2024 21.11% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'764 CHF 26'382 CHF 92.64% 92.64%
04.07.2024 18.82% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'417 CHF 29'208 CHF 90.47% 90.47%
03.07.2024 18.15% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'111 CHF 30'055 CHF 97.09% 97.09%
02.07.2024 18.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'355 CHF 29'177 CHF 94.82% 94.82%

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