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
13.06.2024 147.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'829 CHF 5'914 CHF 99.25% 99.25%
12.06.2024 137.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'332 CHF 6'166 CHF 98.95% 98.95%
11.06.2024 159.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'309 CHF 5'655 CHF 99.27% 99.27%
10.06.2024 141.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'067 CHF 6'034 CHF 99.35% 99.35%
07.06.2024 140.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'205 CHF 6'102 CHF 99.28% 99.28%
05.06.2024 115.88% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'692 CHF 6'846 CHF 99.57% 99.57%
04.06.2024 121.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'276 CHF 6'638 CHF 99.54% 99.54%
03.06.2024 108.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'219 CHF 7'109 CHF 83.25% 83.25%
31.05.2024 96.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'411 CHF 7'705 CHF 99.57% 99.57%
30.05.2024 112.63% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'899 CHF 6'950 CHF 99.14% 99.14%

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