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 94.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'637 CHF 7'818 CHF 98.97% 98.97%
15.05.2024 98.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'199 CHF 7'599 CHF 98.42% 98.42%
14.05.2024 89.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'232 CHF 8'116 CHF 99.52% 99.52%
13.05.2024 98.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'135 CHF 7'568 CHF 98.64% 98.64%
10.05.2024 96.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'411 CHF 7'705 CHF 96.91% 96.91%
08.05.2024 88.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'354 CHF 8'177 CHF 99.35% 99.35%
07.05.2024 82.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'175 CHF 8'587 CHF 99.58% 99.58%
06.05.2024 70.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'188 CHF 9'594 CHF 99.74% 99.74%
03.05.2024 44.57% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'777 CHF 13'888 CHF 98.09% 98.09%
02.05.2024 47.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'395 CHF 13'197 CHF 99.55% 99.55%

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