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
17.05.2024 165.92% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'031 CHF 5'516 CHF 98.94% 98.94%
16.05.2024 152.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'581 CHF 5'790 CHF 98.10% 98.10%
15.05.2024 110.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'197 CHF 7'099 CHF 97.85% 97.85%
14.05.2024 101.76% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'841 CHF 7'421 CHF 93.86% 93.86%
13.05.2024 105.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'462 CHF 7'231 CHF 98.38% 98.38%
10.05.2024 98.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'137 CHF 7'569 CHF 99.39% 99.39%
08.05.2024 89.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'163 CHF 8'082 CHF 98.83% 98.83%
07.05.2024 86.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'634 CHF 8'317 CHF 97.54% 97.54%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.39% 98.39%
03.05.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'995 CHF 14'998 CHF 97.65% 97.65%

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