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
14.06.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.16% 99.16%
13.06.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.16% 99.16%
12.06.2024 55.41% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 10'666 CHF 6'055 CHF 99.15% 99.15%
11.06.2024 65.68% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'777 CHF 5'092 CHF 99.17% 99.17%
10.06.2024 64.06% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 8'233 CHF 5'244 CHF 99.17% 99.17%
07.06.2024 29.03% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 22'200 CHF 9'900 CHF 99.15% 99.15%
05.06.2024 40.00% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 15'000 CHF 7'500 CHF 99.16% 99.16%
04.06.2024 40.62% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 14'825 CHF 7'442 CHF 99.12% 99.12%
03.06.2024 58.62% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 9'763 CHF 5'754 CHF 96.46% 99.17%
31.05.2024 40.00% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 15'000 CHF 7'500 CHF 97.61% 97.61%

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