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 69.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'474 CHF 9'737 CHF 99.51% 99.51%
12.07.2024 64.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'541 CHF 10'271 CHF 99.49% 99.49%
11.07.2024 94.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'642 CHF 7'821 CHF 99.27% 99.27%
10.07.2024 99.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'035 CHF 7'518 CHF 99.39% 99.39%
09.07.2024 109.78% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'127 CHF 7'064 CHF 86.57% 86.57%
08.07.2024 110.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'088 CHF 7'044 CHF 99.45% 99.45%
05.07.2024 101.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'883 CHF 7'442 CHF 99.46% 99.46%
04.07.2024 99.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'075 CHF 7'538 CHF 99.56% 99.56%
03.07.2024 99.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'166 CHF 7'583 CHF 99.47% 99.47%
02.07.2024 98.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'162 CHF 7'581 CHF 99.53% 99.53%

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