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 110.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'020 CHF 7'010 CHF 95.52% 95.52%
12.07.2024 86.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'619 CHF 8'310 CHF 99.28% 99.28%
11.07.2024 70.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'161 CHF 9'581 CHF 99.15% 99.15%
10.07.2024 58.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'058 CHF 11'029 CHF 99.38% 99.38%
09.07.2024 66.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'167 CHF 10'084 CHF 99.36% 99.36%
08.07.2024 73.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'725 CHF 9'362 CHF 99.37% 99.37%
05.07.2024 91.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'050 CHF 8'025 CHF 99.29% 99.29%
04.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.36% 99.36%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.38% 99.38%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.30% 99.30%

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