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 47.07% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 16'313 CHF 26'313 CHF 100.00% 100.00%
12.07.2024 51.92% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 14'305 CHF 24'305 CHF 99.85% 99.85%
11.07.2024 55.50% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'262 CHF 23'262 CHF 71.50% 71.50%
10.07.2024 85.71% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 8'000 CHF 20'000 CHF 99.38% 99.38%
09.07.2024 85.69% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 996'177 996'177 8'000 CHF 19'969 CHF 100.00% 100.00%
08.07.2024 62.22% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 998'257 998'257 11'146 CHF 21'146 CHF 99.99% 99.99%
05.07.2024 59.45% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'842 CHF 21'842 CHF 99.56% 99.56%
04.07.2024 66.21% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 10'116 CHF 20'116 CHF 100.00% 100.00%
03.07.2024 105.25% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 6'257 CHF 20'000 CHF 99.77% 99.77%
02.07.2024 114.48% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 5'470 CHF 20'000 CHF 99.94% 99.94%

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