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
24.05.2024 117.78% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 3'875 CHF 3'698 CHF 99.39% 99.39%
23.05.2024 105.27% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'666 CHF 3'750 CHF 99.09% 99.09%
22.05.2024 100.26% 0.01 CHF 0.02 CHF 1'000'000 250'000 979'560 250'000 4'894 CHF 3'748 CHF 29.22% 29.22%
21.05.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 991'030 250'000 3'964 CHF 3'750 CHF 90.64% 90.64%
17.05.2024 98.22% 0.01 CHF 0.02 CHF 1'000'000 250'000 975'486 250'000 5'144 CHF 3'817 CHF 99.06% 99.06%
16.05.2024 68.32% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'064 250'000 9'693 CHF 4'938 CHF 99.25% 99.25%
15.05.2024 74.13% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'640 250'000 8'826 CHF 4'720 CHF 99.39% 99.39%
14.05.2024 63.70% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'671 250'000 10'747 CHF 5'222 CHF 99.17% 99.17%
13.05.2024 98.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'150 250'000 5'145 CHF 3'791 CHF 99.38% 99.38%
10.05.2024 97.58% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'555 250'000 5'311 CHF 3'842 CHF 99.37% 99.37%

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