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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 94.34% 94.34%
12.07.2024 166.42% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'010 CHF 5'505 CHF 84.56% 84.56%
11.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.88% 98.88%
10.07.2024 166.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'022 CHF 5'511 CHF 97.70% 97.70%
09.07.2024 147.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'929 CHF 5'965 CHF 98.45% 98.45%
08.07.2024 106.90% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'410 CHF 7'205 CHF 98.84% 98.84%
05.07.2024 99.03% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'197 CHF 7'599 CHF 90.61% 90.61%
04.07.2024 109.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'185 CHF 7'093 CHF 98.11% 98.11%
03.07.2024 120.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'544 CHF 6'772 CHF 99.16% 99.16%
02.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.41% 96.41%

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