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 39.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'193 CHF 15'097 CHF 96.51% 96.51%
12.07.2024 30.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'027 CHF 19'013 CHF 92.04% 92.04%
11.07.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'024 CHF 15'012 CHF 98.49% 98.49%
10.07.2024 44.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'368 CHF 13'684 CHF 98.43% 98.43%
09.07.2024 46.61% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'501 CHF 13'251 CHF 97.91% 97.91%
08.07.2024 42.87% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'338 CHF 14'169 CHF 98.11% 98.11%
05.07.2024 41.70% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'994 CHF 14'497 CHF 98.99% 98.99%
04.07.2024 41.42% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'150 CHF 14'575 CHF 99.56% 99.56%
03.07.2024 46.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'664 CHF 13'332 CHF 97.63% 97.63%
02.07.2024 46.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'478 CHF 13'239 CHF 99.58% 99.58%

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