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
15.05.2024 - - CHF 0.02 CHF 0 1'000'000 0 0 0 CHF 0 CHF 0.00% 99.56%
14.05.2024 - - CHF 0.02 CHF 0 1'000'000 0 0 0 CHF 0 CHF 0.00% 99.84%
13.05.2024 - - CHF 0.02 CHF 0 1'000'000 0 0 0 CHF 0 CHF 0.00% 100.00%
10.05.2024 59.97% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'708 CHF 21'708 CHF 4.64% 100.00%
08.05.2024 46.64% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 999'852 999'852 16'544 CHF 26'544 CHF 99.41% 99.41%
07.05.2024 31.65% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 999'099 999'099 26'777 CHF 36'777 CHF 100.00% 100.00%
06.05.2024 23.48% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 38'173 CHF 48'173 CHF 99.75% 99.75%
03.05.2024 16.27% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 987'299 987'299 59'229 CHF 69'186 CHF 99.31% 99.31%
02.05.2024 11.98% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 78'730 CHF 88'730 CHF 98.95% 98.95%
30.04.2024 13.25% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 999'430 999'430 70'725 CHF 80'725 CHF 99.73% 99.73%

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