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 58.09% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 12'236 CHF 22'236 CHF 100.00% 100.00%
12.07.2024 58.73% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 12'032 CHF 22'032 CHF 99.85% 99.85%
11.07.2024 58.66% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 12'128 CHF 22'128 CHF 71.51% 71.51%
10.07.2024 85.71% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 8'000 CHF 20'000 CHF 99.38% 99.38%
09.07.2024 83.21% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 996'322 996'322 8'260 CHF 19'971 CHF 100.00% 100.00%
08.07.2024 65.25% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 998'264 998'264 10'374 CHF 20'374 CHF 100.00% 100.00%
05.07.2024 61.31% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'366 CHF 21'366 CHF 99.56% 99.56%
04.07.2024 66.76% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 9'990 CHF 20'000 CHF 100.00% 100.00%
03.07.2024 102.88% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 6'438 CHF 20'000 CHF 99.77% 99.77%
02.07.2024 107.69% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 6'000 CHF 20'000 CHF 99.93% 99.93%

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