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 28.57% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 27'000 CHF 10'000 CHF 99.17% 99.17%
12.07.2024 28.57% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 27'000 CHF 10'000 CHF 99.16% 99.16%
11.07.2024 36.58% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 20'696 CHF 8'249 CHF 99.17% 99.17%
10.07.2024 35.70% 0.02 CHF 0.03 CHF 900'000 250'000 900'000 250'000 21'388 CHF 8'441 CHF 99.17% 99.17%
09.07.2024 35.61% 0.02 CHF 0.03 CHF 900'000 250'000 900'000 250'000 21'458 CHF 8'460 CHF 99.17% 99.17%
08.07.2024 30.55% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 25'440 CHF 9'567 CHF 99.15% 99.15%
05.07.2024 28.57% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 27'000 CHF 10'000 CHF 99.15% 99.15%
04.07.2024 29.89% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 25'965 CHF 9'713 CHF 99.17% 99.17%
03.07.2024 31.26% 0.03 CHF 0.04 CHF 900'000 250'000 900'000 250'000 24'882 CHF 9'412 CHF 99.15% 99.15%
02.07.2024 40.00% 0.02 CHF 0.03 CHF 900'000 250'000 900'000 250'000 18'000 CHF 7'500 CHF 99.17% 99.17%

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