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 166.67% 0.00 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 1'000 CHF 3'850 CHF 99.37% 99.37%
15.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 1'000 CHF 3'850 CHF 18.86% 99.57%
14.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 1'000 CHF 3'850 CHF 98.94% 99.37%
13.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 1'000 CHF 3'850 CHF 0.67% 98.78%
10.05.2024 66.67% 0.01 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 0.01% 99.36%
08.05.2024 66.67% 0.01 CHF 0.01 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 89.13% 99.38%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 98.15% 98.15%
06.05.2024 43.01% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 18'873 CHF 10'105 CHF 99.38% 99.38%
03.05.2024 34.29% 0.02 CHF 0.03 CHF 1'000'000 350'000 995'457 347'728 25'040 CHF 12'217 CHF 99.35% 99.35%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.36% 99.36%

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