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 66.67% 0.01 CHF 0.02 CHF 100'000 100'000 100'000 100'000 1'000 CHF 2'000 CHF 9.20% 40.29%
12.07.2024 77.41% 0.01 CHF 0.02 CHF 500'000 100'000 499'554 100'000 4'996 CHF 2'322 CHF 99.01% 99.01%
11.07.2024 88.87% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 100'000 5'000 CHF 2'666 CHF 90.26% 90.46%
10.07.2024 98.09% 0.01 CHF 0.03 CHF 500'000 100'000 499'577 100'000 4'996 CHF 2'943 CHF 95.66% 95.66%
09.07.2024 90.78% 0.01 CHF 0.03 CHF 500'000 100'000 499'999 100'000 5'000 CHF 2'724 CHF 97.37% 97.37%
08.07.2024 89.26% 0.01 CHF 0.03 CHF 500'000 100'000 500'000 100'000 5'000 CHF 2'678 CHF 99.74% 99.74%
05.07.2024 72.52% 0.01 CHF 0.03 CHF 500'000 100'000 495'548 99'551 4'955 CHF 2'167 CHF 98.47% 98.47%
04.07.2024 90.79% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 100'000 5'000 CHF 2'724 CHF 99.42% 99.42%
03.07.2024 90.12% 0.01 CHF 0.03 CHF 500'000 100'000 500'000 100'000 5'000 CHF 2'704 CHF 99.82% 99.82%
02.07.2024 82.80% 0.01 CHF 0.03 CHF 500'000 100'000 490'232 100'000 4'902 CHF 2'484 CHF 99.74% 99.74%

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