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 147.18% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'819 CHF 5'909 CHF 99.55% 99.55%
12.07.2024 125.95% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'950 CHF 6'475 CHF 96.65% 96.65%
11.07.2024 128.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'037 CHF 6'518 CHF 91.13% 91.13%
10.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.59% 99.59%
09.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.48% 96.48%
08.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.57% 99.57%
05.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.00% 98.00%
04.07.2024 156.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'408 CHF 5'704 CHF 99.56% 99.56%
03.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.47% 99.47%
02.07.2024 147.18% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'819 CHF 5'909 CHF 97.49% 97.49%

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