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 35.18% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 36'321 CHF 5'132 CHF 99.27% 99.27%
12.07.2024 43.97% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 27'769 CHF 4'277 CHF 99.27% 99.27%
11.07.2024 57.80% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 19'989 CHF 3'499 CHF 99.27% 99.27%
10.07.2024 47.45% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 25'812 CHF 4'081 CHF 99.27% 99.27%
09.07.2024 42.29% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 28'714 CHF 4'371 CHF 99.27% 99.27%
08.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.21% 99.21%
05.07.2024 40.75% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 29'576 CHF 4'458 CHF 99.27% 99.27%
04.07.2024 54.33% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 21'939 CHF 3'694 CHF 99.27% 99.27%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'000 CHF 3'000 CHF 99.27% 99.27%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'000 CHF 3'000 CHF 99.27% 99.27%

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