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 25.00% 0.04 CHF 0.05 CHF 2'156'200 2'156'200 2'156'200 2'156'200 75'467 CHF 97'029 CHF 100.00% 100.00%
12.07.2024 25.00% 0.04 CHF 0.05 CHF 2'073'100 2'073'100 2'073'100 2'073'100 72'559 CHF 93'290 CHF 100.00% 100.00%
11.07.2024 25.00% 0.04 CHF 0.05 CHF 2'030'900 2'030'900 2'030'890 2'030'890 71'081 CHF 91'390 CHF 99.83% 99.83%
10.07.2024 24.62% 0.04 CHF 0.05 CHF 1'975'900 1'975'900 1'976'310 1'976'310 70'511 CHF 90'274 CHF 100.00% 100.00%
09.07.2024 24.39% 0.04 CHF 0.05 CHF 2'059'300 2'059'300 2'023'740 2'023'740 73'060 CHF 93'297 CHF 99.74% 99.74%
08.07.2024 25.00% 0.04 CHF 0.05 CHF 2'107'300 2'107'300 2'106'570 2'106'570 73'730 CHF 94'796 CHF 100.00% 100.00%
05.07.2024 25.00% 0.04 CHF 0.05 CHF 2'162'200 2'162'200 2'142'710 2'142'710 74'995 CHF 96'422 CHF 99.81% 99.81%
04.07.2024 25.00% 0.04 CHF 0.05 CHF 1'992'500 1'992'500 2'018'850 2'018'850 70'660 CHF 90'848 CHF 100.00% 100.00%
03.07.2024 24.62% 0.04 CHF 0.05 CHF 1'972'300 1'972'300 1'972'300 1'972'300 70'369 CHF 90'092 CHF 100.00% 100.00%
02.07.2024 22.25% 0.04 CHF 0.05 CHF 1'956'100 1'956'100 1'990'370 1'990'370 79'532 CHF 99'436 CHF 100.00% 100.00%

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