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
16.05.2024 166.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'003 CHF 5'501 CHF 99.28% 99.28%
15.05.2024 149.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'726 CHF 5'863 CHF 97.67% 97.67%
14.05.2024 153.78% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'541 CHF 5'771 CHF 96.76% 96.76%
13.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 94.56% 94.56%
10.05.2024 141.51% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'077 CHF 6'039 CHF 99.60% 99.60%
08.05.2024 113.57% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'823 CHF 6'911 CHF 99.25% 99.25%
07.05.2024 100.81% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'965 CHF 7'482 CHF 98.40% 98.40%
06.05.2024 89.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'204 CHF 8'102 CHF 96.84% 96.84%
03.05.2024 84.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'891 CHF 8'445 CHF 98.86% 98.86%
02.05.2024 76.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'005 CHF 9'003 CHF 99.27% 99.27%

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