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 63.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'886 CHF 10'443 CHF 94.82% 94.82%
12.07.2024 58.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'198 CHF 11'099 CHF 99.25% 99.25%
11.07.2024 53.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'582 CHF 11'791 CHF 98.18% 98.18%
10.07.2024 66.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'966 CHF 9'983 CHF 99.36% 99.36%
09.07.2024 75.81% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'214 CHF 9'107 CHF 99.36% 99.36%
08.07.2024 81.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'263 CHF 8'632 CHF 98.74% 98.74%
05.07.2024 86.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'547 CHF 8'273 CHF 98.85% 98.85%
04.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.38% 99.38%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.31% 99.31%

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