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 50.55% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 24'065 CHF 5'209 CHF 99.27% 99.27%
12.07.2024 40.36% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 29'795 CHF 5'973 CHF 99.27% 99.27%
11.07.2024 40.11% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'017 CHF 6'002 CHF 99.27% 99.27%
10.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%
09.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%
08.07.2024 40.88% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 29'503 CHF 5'934 CHF 99.21% 99.21%
05.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%
04.07.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%
03.07.2024 39.71% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'383 CHF 6'051 CHF 99.27% 99.27%
02.07.2024 34.80% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 36'829 CHF 6'911 CHF 99.27% 99.27%

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