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 105.26% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 6'793 CHF 3'632 CHF 99.27% 99.27%
12.07.2024 88.83% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 9'413 CHF 4'069 CHF 99.27% 99.27%
11.07.2024 82.71% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 10'689 CHF 4'281 CHF 99.27% 99.27%
10.07.2024 91.14% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 8'969 CHF 3'995 CHF 99.27% 99.27%
09.07.2024 80.53% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 11'200 CHF 4'367 CHF 99.27% 99.27%
08.07.2024 75.62% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 12'355 CHF 4'559 CHF 99.21% 99.21%
05.07.2024 63.10% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 16'417 CHF 5'236 CHF 99.27% 99.27%
04.07.2024 86.06% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 10'003 CHF 4'167 CHF 99.27% 99.27%
03.07.2024 93.18% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 8'655 CHF 3'942 CHF 99.27% 99.27%
02.07.2024 110.16% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 6'142 CHF 3'524 CHF 99.27% 99.27%

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