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
07.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.08% 99.08%
06.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.07% 98.07%
03.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.95% 98.95%
02.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.76% 98.76%
30.04.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.75% 98.75%
29.04.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.59% 98.59%
26.04.2024 127.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'891 CHF 6'446 CHF 96.16% 96.16%
25.04.2024 121.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'337 CHF 6'668 CHF 99.10% 99.10%
24.04.2024 88.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'297 CHF 8'149 CHF 97.57% 97.57%
23.04.2024 98.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'160 CHF 7'580 CHF 96.66% 96.66%

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