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 166.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'007 CHF 5'504 CHF 97.68% 97.68%
12.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.89% 97.89%
11.07.2024 158.27% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'356 CHF 5'678 CHF 97.80% 97.80%
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 98.90% 98.90%
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 98.97% 98.97%
08.07.2024 166.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'001 CHF 5'501 CHF 96.76% 96.76%
05.07.2024 152.89% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'579 CHF 5'789 CHF 98.30% 98.30%
04.07.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 93.36% 93.36%
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 98.55% 98.55%
02.07.2024 163.44% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'136 CHF 5'568 CHF 98.56% 98.56%

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