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 53.30% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 22'521 CHF 5'003 CHF 99.27% 99.27%
12.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%
11.07.2024 29.14% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 44'254 CHF 7'901 CHF 99.27% 99.27%
10.07.2024 28.26% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 45'745 CHF 8'099 CHF 99.27% 99.27%
09.07.2024 29.19% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 44'192 CHF 7'892 CHF 99.27% 99.27%
08.07.2024 25.52% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 52'202 CHF 8'960 CHF 99.21% 99.21%
05.07.2024 22.32% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 59'768 CHF 9'969 CHF 99.27% 99.27%
04.07.2024 22.93% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 58'318 CHF 9'776 CHF 99.27% 99.27%
03.07.2024 23.21% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 57'671 CHF 9'690 CHF 99.27% 99.27%
02.07.2024 22.93% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 58'318 CHF 9'776 CHF 99.26% 99.26%

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