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 121.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'293 CHF 6'647 CHF 97.28% 97.28%
12.07.2024 100.93% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'958 CHF 7'479 CHF 99.41% 99.41%
11.07.2024 132.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'629 CHF 6'314 CHF 99.11% 99.11%
10.07.2024 128.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'841 CHF 6'421 CHF 99.23% 99.23%
09.07.2024 143.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'987 CHF 5'993 CHF 98.91% 98.91%
08.07.2024 164.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'084 CHF 5'542 CHF 99.45% 99.45%
05.07.2024 144.17% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'977 CHF 5'988 CHF 99.34% 99.34%
04.07.2024 142.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'000 CHF 6'000 CHF 99.51% 99.51%
03.07.2024 138.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'286 CHF 6'143 CHF 97.82% 97.82%
02.07.2024 151.76% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'637 CHF 5'819 CHF 99.06% 99.06%

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