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 37.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'664 CHF 15'832 CHF 92.74% 92.74%
12.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 94.88% 94.88%
11.07.2024 28.69% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'898 CHF 19'949 CHF 92.71% 92.71%
10.07.2024 28.01% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'883 CHF 20'442 CHF 91.23% 91.23%
09.07.2024 25.81% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'357 CHF 22'179 CHF 94.97% 94.97%
08.07.2024 28.37% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'321 CHF 20'160 CHF 90.06% 90.06%
05.07.2024 22.27% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'923 CHF 24'961 CHF 93.20% 93.20%
04.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 87.25% 87.25%
03.07.2024 20.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'058 CHF 26'529 CHF 96.23% 96.23%
02.07.2024 17.88% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'080 CHF 30'540 CHF 97.38% 97.38%

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