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 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 10'000 CHF 99.38% 99.38%
12.07.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 10'000 CHF 99.07% 99.07%
11.07.2024 187.97% 0.00 CHF 0.05 CHF 1'000'000 250'000 985'801 250'000 1'284 CHF 10'124 CHF 97.77% 97.77%
10.07.2024 187.79% 0.00 CHF 0.04 CHF 1'000'000 250'000 992'972 250'000 1'314 CHF 10'134 CHF 95.49% 95.49%
09.07.2024 171.60% 0.00 CHF 0.04 CHF 1'000'000 250'000 993'243 250'000 3'416 CHF 11'008 CHF 99.05% 99.05%
08.07.2024 163.96% 0.00 CHF 0.05 CHF 1'000'000 250'000 993'899 250'000 4'436 CHF 11'250 CHF 99.22% 99.22%
05.07.2024 164.48% 0.00 CHF 0.05 CHF 1'000'000 250'000 992'255 250'000 4'352 CHF 11'250 CHF 96.23% 96.23%
04.07.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 992'668 250'000 993 CHF 10'000 CHF 99.39% 99.39%
03.07.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 10'000 CHF 98.61% 98.61%
02.07.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 10'000 CHF 99.04% 99.04%

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