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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.04% 99.04%
12.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'897 250'000 9'929 CHF 5'000 CHF 98.78% 98.78%
11.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'567 250'000 9'856 CHF 5'000 CHF 97.81% 97.81%
10.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'941 250'000 9'929 CHF 5'000 CHF 95.12% 95.12%
09.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'445 250'000 9'934 CHF 5'000 CHF 98.68% 98.68%
08.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'347 250'000 9'863 CHF 5'000 CHF 98.56% 98.56%
05.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'523 250'000 9'925 CHF 5'000 CHF 99.17% 99.17%
04.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'323 250'000 9'933 CHF 5'000 CHF 99.17% 99.17%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'656 250'000 9'927 CHF 5'000 CHF 98.43% 98.43%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'819 250'000 9'928 CHF 5'000 CHF 98.79% 98.79%

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