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 35.13% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 35'282 CHF 5'028 CHF 99.27% 99.27%
12.07.2024 34.25% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 36'575 CHF 5'157 CHF 99.27% 99.27%
11.07.2024 39.31% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'838 CHF 4'584 CHF 99.27% 99.27%
10.07.2024 47.05% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 24'602 CHF 3'960 CHF 99.27% 99.27%
09.07.2024 44.06% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 26'607 CHF 4'161 CHF 99.27% 99.27%
08.07.2024 42.79% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 27'611 CHF 4'261 CHF 99.25% 99.25%
05.07.2024 42.69% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 27'765 CHF 4'277 CHF 99.27% 99.27%
04.07.2024 41.16% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 29'016 CHF 4'402 CHF 99.27% 99.27%
03.07.2024 49.71% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 22'732 CHF 3'773 CHF 99.27% 99.27%
02.07.2024 55.58% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 19'612 CHF 3'461 CHF 99.27% 99.27%

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