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 83.33% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'000 CHF 17'000 CHF 0.03% 99.51%
12.07.2024 83.33% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'000 CHF 17'000 CHF 0.03% 99.56%
11.07.2024 71.43% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 9'000 CHF 19'000 CHF 0.01% 98.99%
10.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 10'000 CHF 20'000 CHF 0.04% 99.58%
09.07.2024 55.56% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'000 CHF 23'000 CHF 0.01% 99.55%
08.07.2024 55.56% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'000 CHF 23'000 CHF 0.05% 99.52%
05.07.2024 54.22% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'470 CHF 23'470 CHF 99.58% 99.58%
04.07.2024 50.50% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 14'823 CHF 24'823 CHF 99.54% 99.54%
03.07.2024 44.12% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 17'690 CHF 27'690 CHF 99.56% 99.56%
02.07.2024 44.06% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 17'703 CHF 27'703 CHF 99.56% 99.56%

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