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 53.84% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 23'368 CHF 40'000 CHF 99.72% 99.72%
12.07.2024 66.67% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 40'000 CHF 99.01% 99.01%
11.07.2024 50.49% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 24'247 CHF 40'000 CHF 99.09% 99.09%
10.07.2024 66.67% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 40'000 CHF 100.00% 100.00%
09.07.2024 66.67% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 40'000 CHF 100.00% 100.00%
08.07.2024 66.67% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 40'000 CHF 83.92% 83.92%
05.07.2024 54.81% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 35'555 CHF 98.86% 98.86%
04.07.2024 45.53% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 32'075 CHF 100.00% 100.00%
03.07.2024 47.35% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 18'775 CHF 30'000 CHF 99.82% 99.82%
02.07.2024 45.24% 0.02 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'000 CHF 31'965 CHF 100.00% 100.00%

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