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
27.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.92% 98.92%
24.05.2024 165.88% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'033 CHF 5'517 CHF 98.59% 98.59%
23.05.2024 96.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'537 CHF 7'769 CHF 95.85% 95.85%
22.05.2024 92.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'853 CHF 7'926 CHF 95.83% 95.83%
21.05.2024 110.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'102 CHF 7'051 CHF 93.58% 93.58%
17.05.2024 58.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'190 CHF 11'095 CHF 99.18% 99.18%
16.05.2024 57.41% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'510 CHF 11'255 CHF 99.12% 99.12%
15.05.2024 55.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'115 CHF 11'558 CHF 99.71% 99.71%
14.05.2024 44.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 426'051 18'170 CHF 11'880 CHF 98.19% 98.19%
13.05.2024 51.88% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 494'547 14'409 CHF 12'048 CHF 98.56% 98.56%

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