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 51.86% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 21'491 CHF 6'082 CHF 99.27% 99.27%
12.07.2024 44.24% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 26'436 CHF 6'906 CHF 99.27% 99.27%
11.07.2024 41.98% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 28'308 CHF 7'218 CHF 99.27% 99.27%
10.07.2024 46.12% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 25'065 CHF 6'677 CHF 99.27% 99.27%
09.07.2024 41.18% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 29'038 CHF 7'340 CHF 99.27% 99.27%
08.07.2024 38.93% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 31'054 CHF 7'676 CHF 99.21% 99.21%
05.07.2024 33.18% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 37'932 CHF 8'822 CHF 99.27% 99.27%
04.07.2024 44.49% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 26'346 CHF 6'891 CHF 99.27% 99.27%
03.07.2024 47.50% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 24'151 CHF 6'525 CHF 99.27% 99.27%
02.07.2024 56.44% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 19'136 CHF 5'689 CHF 99.27% 99.27%

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