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 112.47% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'909 CHF 6'954 CHF 98.98% 98.98%
15.05.2024 117.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'523 CHF 6'762 CHF 98.43% 98.43%
14.05.2024 115.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'709 CHF 6'855 CHF 99.56% 99.56%
13.05.2024 124.26% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'062 CHF 6'531 CHF 98.64% 98.64%
10.05.2024 118.17% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'577 CHF 6'788 CHF 97.31% 97.31%
08.05.2024 108.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'208 CHF 7'104 CHF 99.43% 99.43%
07.05.2024 105.55% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'504 CHF 7'252 CHF 99.58% 99.58%
06.05.2024 96.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'393 CHF 7'697 CHF 99.73% 99.73%
03.05.2024 78.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'060 CHF 9'030 CHF 98.66% 98.66%
02.05.2024 74.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'595 CHF 9'297 CHF 99.60% 99.60%

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