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
22.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.54% 96.54%
21.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.32% 95.32%
17.05.2024 146.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'863 CHF 5'931 CHF 96.18% 96.18%
16.05.2024 143.09% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'990 CHF 5'995 CHF 97.63% 97.63%
15.05.2024 130.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'692 CHF 6'346 CHF 97.17% 97.17%
14.05.2024 123.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'097 CHF 6'548 CHF 95.36% 95.36%
13.05.2024 125.79% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'964 CHF 6'482 CHF 96.53% 96.53%
10.05.2024 122.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'169 CHF 6'584 CHF 98.57% 98.57%
08.05.2024 91.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'941 CHF 7'970 CHF 98.41% 98.41%
07.05.2024 76.65% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'068 CHF 9'034 CHF 98.28% 98.28%

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