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 47.02% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 26'056 CHF 5'474 CHF 99.27% 99.27%
12.07.2024 31.81% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 40'753 CHF 7'434 CHF 99.27% 99.27%
11.07.2024 21.97% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'940 CHF 10'125 CHF 99.27% 99.27%
10.07.2024 21.99% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'864 CHF 10'115 CHF 99.27% 99.27%
09.07.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'000 CHF 10'000 CHF 99.27% 99.27%
08.07.2024 18.78% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 72'798 CHF 11'706 CHF 99.21% 99.21%
05.07.2024 16.69% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 83'009 CHF 13'068 CHF 99.27% 99.27%
04.07.2024 18.15% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 75'185 CHF 12'025 CHF 99.27% 99.27%
03.07.2024 17.14% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 80'567 CHF 12'742 CHF 99.27% 99.27%
02.07.2024 18.18% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 75'000 CHF 12'000 CHF 99.26% 99.26%

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