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 101.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'875 CHF 7'438 CHF 99.00% 99.00%
15.05.2024 106.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'440 CHF 7'220 CHF 98.42% 98.42%
14.05.2024 100.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'952 CHF 7'476 CHF 99.57% 99.57%
13.05.2024 110.05% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'097 CHF 7'049 CHF 98.59% 98.59%
10.05.2024 106.04% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'526 CHF 7'263 CHF 96.91% 96.91%
08.05.2024 97.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'284 CHF 7'642 CHF 99.37% 99.37%
07.05.2024 94.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'597 CHF 7'799 CHF 99.58% 99.58%
06.05.2024 88.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'341 CHF 8'170 CHF 99.59% 99.59%
03.05.2024 63.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'089 CHF 10'544 CHF 98.33% 98.33%
02.05.2024 62.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'053 CHF 10'527 CHF 99.58% 99.58%

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