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 60.34% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'619 CHF 21'619 CHF 100.00% 100.00%
12.07.2024 53.66% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'704 CHF 23'704 CHF 99.85% 99.85%
11.07.2024 44.34% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 17'871 CHF 27'871 CHF 71.51% 71.51%
10.07.2024 34.85% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 23'715 CHF 33'715 CHF 99.38% 99.38%
09.07.2024 33.90% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 996'187 996'187 24'591 CHF 34'591 CHF 100.00% 100.00%
08.07.2024 33.70% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 998'257 998'257 24'752 CHF 34'752 CHF 99.99% 99.99%
05.07.2024 28.86% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 29'663 CHF 39'663 CHF 99.56% 99.56%
04.07.2024 25.15% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 34'781 CHF 44'781 CHF 100.00% 100.00%
03.07.2024 20.02% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 45'320 CHF 55'320 CHF 99.77% 99.77%
02.07.2024 15.35% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 60'238 CHF 70'238 CHF 99.94% 99.94%

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