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 25.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'158 CHF 22'579 CHF 99.55% 99.55%
12.07.2024 25.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'066 CHF 22'033 CHF 99.57% 99.57%
11.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.47% 99.47%
10.07.2024 21.83% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'972 CHF 25'486 CHF 99.59% 99.59%
09.07.2024 20.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 43'652 CHF 26'826 CHF 99.58% 99.58%
08.07.2024 27.72% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'334 CHF 20'667 CHF 99.50% 99.50%
05.07.2024 26.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'227 CHF 21'614 CHF 99.59% 99.59%
04.07.2024 28.26% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'489 CHF 20'244 CHF 99.58% 99.58%
03.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.46% 99.46%
02.07.2024 18.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'610 CHF 29'805 CHF 99.59% 99.59%

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