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 160.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'265 CHF 5'632 CHF 94.32% 94.32%
12.07.2024 164.45% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'097 CHF 5'548 CHF 84.53% 84.53%
11.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.89% 98.89%
10.07.2024 166.62% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'002 CHF 5'501 CHF 97.70% 97.70%
09.07.2024 156.85% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'417 CHF 5'708 CHF 98.38% 98.38%
08.07.2024 162.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'168 CHF 5'584 CHF 98.86% 98.86%
05.07.2024 166.24% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'018 CHF 5'509 CHF 90.63% 90.63%
04.07.2024 166.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'022 CHF 5'511 CHF 98.10% 98.10%
03.07.2024 162.79% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'163 CHF 5'582 CHF 99.18% 99.18%
02.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.41% 96.41%

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