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 133.33% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 4'000 CHF 20'000 CHF 100.00% 100.00%
12.07.2024 133.33% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 4'000 CHF 20'000 CHF 99.85% 99.85%
11.07.2024 119.71% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 5'063 CHF 20'000 CHF 71.51% 71.51%
10.07.2024 88.12% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'781 CHF 20'000 CHF 99.38% 99.38%
09.07.2024 85.97% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 996'198 996'198 7'970 CHF 19'970 CHF 100.00% 100.00%
08.07.2024 84.80% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 998'279 998'279 8'094 CHF 19'986 CHF 100.00% 100.00%
05.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 10'000 CHF 20'000 CHF 99.56% 99.56%
04.07.2024 58.85% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'994 CHF 21'994 CHF 100.00% 100.00%
03.07.2024 43.47% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 18'386 CHF 28'386 CHF 99.77% 99.77%
02.07.2024 30.97% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 27'378 CHF 37'378 CHF 99.94% 99.94%

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