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 145.03% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'988 CHF 5'994 CHF 99.44% 99.44%
16.05.2024 112.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'982 CHF 6'991 CHF 99.59% 99.59%
15.05.2024 105.99% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'490 CHF 7'245 CHF 99.45% 99.45%
14.05.2024 90.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'024 CHF 8'012 CHF 99.56% 99.56%
13.05.2024 89.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'314 CHF 8'157 CHF 99.00% 99.00%
10.05.2024 74.72% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'407 CHF 9'203 CHF 99.36% 99.36%
08.05.2024 43.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'977 CHF 13'989 CHF 99.53% 99.53%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.59% 99.59%
06.05.2024 27.50% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'680 CHF 20'840 CHF 99.74% 99.74%
03.05.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'990 CHF 24'995 CHF 99.42% 99.42%

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