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 24.05% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'710 CHF 11'677 CHF 99.81% 99.81%
12.07.2024 24.53% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'845 CHF 11'461 CHF 99.76% 99.76%
11.07.2024 27.36% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'727 CHF 10'432 CHF 100.00% 100.00%
10.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 94.51% 94.51%
09.07.2024 28.15% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'586 CHF 10'147 CHF 99.48% 99.48%
08.07.2024 27.31% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'759 CHF 10'440 CHF 99.81% 99.81%
05.07.2024 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'000 CHF 11'250 CHF 99.81% 99.81%
04.07.2024 24.99% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'011 CHF 11'253 CHF 99.81% 99.81%
03.07.2024 23.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'096 CHF 11'774 CHF 99.14% 99.14%
02.07.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'000 CHF 12'500 CHF 99.42% 99.42%

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