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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'842 250'000 9'938 CHF 5'000 CHF 99.38% 99.38%
12.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'851 250'000 9'869 CHF 5'000 CHF 99.06% 99.06%
11.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'633 250'000 9'876 CHF 5'000 CHF 98.15% 98.15%
10.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'085 250'000 9'951 CHF 5'000 CHF 95.48% 95.48%
09.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'427 250'000 9'954 CHF 5'000 CHF 99.06% 99.06%
08.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'095 250'000 9'961 CHF 5'000 CHF 99.23% 99.23%
05.07.2024 69.76% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'328 250'000 9'479 CHF 4'884 CHF 99.38% 99.38%
04.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'780 250'000 9'948 CHF 5'000 CHF 99.39% 99.39%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'272 250'000 9'943 CHF 5'000 CHF 98.62% 98.62%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'788 250'000 9'938 CHF 5'000 CHF 99.06% 99.06%

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