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 68.04% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'725 CHF 9'863 CHF 99.62% 99.62%
12.07.2024 72.57% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'805 CHF 9'403 CHF 99.43% 99.43%
11.07.2024 55.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'023 CHF 11'512 CHF 99.03% 99.03%
10.07.2024 46.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'578 CHF 13'289 CHF 99.61% 99.61%
09.07.2024 42.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'721 CHF 14'360 CHF 99.54% 99.54%
08.07.2024 54.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'479 CHF 11'740 CHF 99.56% 99.56%
05.07.2024 43.90% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'800 CHF 13'900 CHF 99.56% 99.56%
04.07.2024 42.66% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'502 CHF 14'251 CHF 99.58% 99.58%
03.07.2024 60.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'805 CHF 10'902 CHF 99.53% 99.53%
02.07.2024 57.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'457 CHF 11'229 CHF 99.32% 99.32%

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