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 98.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'230 CHF 7'615 CHF 99.29% 99.29%
23.05.2024 99.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'074 CHF 7'537 CHF 95.22% 95.22%
22.05.2024 98.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'206 CHF 7'603 CHF 99.50% 99.50%
21.05.2024 97.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'221 CHF 7'611 CHF 96.36% 96.36%
17.05.2024 91.34% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'968 CHF 7'984 CHF 98.91% 98.91%
16.05.2024 89.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'171 CHF 8'085 CHF 98.96% 98.96%
15.05.2024 90.04% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'118 CHF 8'059 CHF 98.41% 98.41%
14.05.2024 76.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'141 CHF 9'071 CHF 99.45% 99.45%
13.05.2024 89.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'246 CHF 8'123 CHF 98.64% 98.64%
10.05.2024 86.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'665 CHF 8'333 CHF 97.31% 97.31%

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