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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.18% 99.18%
12.07.2024 28.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'830 CHF 19'915 CHF 99.46% 99.46%
11.07.2024 23.39% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'160 CHF 24'080 CHF 98.80% 98.80%
10.07.2024 21.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'177 CHF 26'089 CHF 98.53% 98.53%
09.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.58% 99.58%
08.07.2024 22.80% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'091 CHF 24'545 CHF 96.24% 96.24%
05.07.2024 22.76% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'162 CHF 24'581 CHF 99.49% 99.49%
04.07.2024 23.87% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'409 CHF 23'704 CHF 99.41% 99.41%
03.07.2024 21.44% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'926 CHF 25'963 CHF 99.53% 99.53%
02.07.2024 18.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'500 CHF 29'750 CHF 99.42% 99.42%

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