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 30.69% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'145 CHF 19'072 CHF 99.61% 99.61%
12.07.2024 29.45% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'233 CHF 19'617 CHF 99.43% 99.43%
11.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.55% 99.55%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.60% 99.60%
09.07.2024 28.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'182 CHF 20'091 CHF 99.56% 99.56%
08.07.2024 27.18% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'199 CHF 21'100 CHF 99.56% 99.56%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.57% 99.57%
04.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'006 CHF 20'003 CHF 99.57% 99.57%
03.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.48% 99.48%
02.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.60% 99.60%

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