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 147.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'809 CHF 5'905 CHF 87.32% 94.91%
12.07.2024 130.49% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'698 CHF 6'349 CHF 95.52% 95.52%
11.07.2024 133.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'505 CHF 6'253 CHF 98.10% 98.10%
10.07.2024 141.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'138 CHF 6'069 CHF 98.03% 98.03%
09.07.2024 143.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'963 CHF 5'982 CHF 96.19% 98.02%
08.07.2024 143.31% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'987 CHF 5'994 CHF 97.15% 97.15%
05.07.2024 121.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'263 CHF 6'631 CHF 98.20% 98.20%
04.07.2024 122.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'165 CHF 6'582 CHF 97.77% 97.77%
03.07.2024 121.73% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'235 CHF 6'618 CHF 97.59% 97.59%
02.07.2024 141.30% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'087 CHF 6'044 CHF 97.23% 97.23%

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