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
16.05.2024 112.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'921 CHF 6'960 CHF 98.57% 98.57%
15.05.2024 92.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'905 CHF 7'952 CHF 92.99% 92.99%
14.05.2024 86.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'588 CHF 8'294 CHF 91.52% 91.52%
13.05.2024 144.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'016 CHF 6'008 CHF 85.99% 85.99%
10.05.2024 149.27% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'764 CHF 5'882 CHF 87.20% 87.20%
08.05.2024 66.67% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 0.04% 97.79%
07.05.2024 65.12% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 10'579 CHF 10'290 CHF 86.89% 86.89%
06.05.2024 42.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'167 CHF 14'584 CHF 85.69% 85.69%
03.05.2024 49.69% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'368 CHF 13'184 CHF 92.11% 92.11%
02.05.2024 53.06% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'103 CHF 12'552 CHF 92.03% 92.03%

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