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 20.08% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 67'448 CHF 13'741 CHF 99.27% 99.27%
12.07.2024 19.35% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 70'281 CHF 14'213 CHF 99.27% 99.27%
11.07.2024 21.56% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 63'174 CHF 13'029 CHF 99.27% 99.27%
10.07.2024 30.50% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 42'057 CHF 9'509 CHF 99.27% 99.27%
09.07.2024 42.65% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 27'846 CHF 7'141 CHF 99.27% 99.27%
08.07.2024 54.38% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 20'396 CHF 5'899 CHF 99.22% 99.22%
05.07.2024 46.28% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 25'008 CHF 6'668 CHF 99.27% 99.27%
04.07.2024 52.80% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 21'214 CHF 6'036 CHF 99.27% 99.27%
03.07.2024 58.97% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 18'023 CHF 5'504 CHF 99.27% 99.27%
02.07.2024 55.55% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 19'557 CHF 5'759 CHF 99.27% 99.27%

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