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 93.85% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'922 CHF 3'980 CHF 99.04% 99.04%
12.07.2024 97.65% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'559 250'000 5'315 CHF 3'838 CHF 98.81% 98.81%
11.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'250 250'000 9'853 CHF 5'000 CHF 97.73% 97.73%
10.07.2024 95.01% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'693 250'000 5'712 CHF 3'937 CHF 95.13% 95.13%
09.07.2024 68.38% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'211 250'000 9'676 CHF 4'936 CHF 98.67% 98.67%
08.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'803 250'000 9'938 CHF 5'000 CHF 98.57% 98.57%
05.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'518 250'000 9'925 CHF 5'000 CHF 99.17% 99.17%
04.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'104 250'000 9'931 CHF 5'000 CHF 99.18% 99.18%
03.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'490 250'000 9'925 CHF 5'000 CHF 98.46% 98.46%
02.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'634 250'000 9'926 CHF 5'000 CHF 98.83% 98.83%

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