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
23.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.08% 99.08%
22.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 97.94% 97.94%
21.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'950 250'000 993 CHF 2'500 CHF 99.39% 99.39%
17.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 975'508 250'000 976 CHF 2'500 CHF 99.05% 99.05%
16.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'073 250'000 994 CHF 2'500 CHF 99.24% 99.24%
15.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'673 250'000 995 CHF 2'500 CHF 99.39% 99.39%
14.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 985'706 250'000 986 CHF 2'500 CHF 99.16% 99.16%
13.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 996'172 250'000 996 CHF 2'500 CHF 99.38% 99.38%
10.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 990'419 250'000 990 CHF 2'500 CHF 99.38% 99.38%
08.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 988'071 250'000 988 CHF 2'500 CHF 78.43% 78.43%

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