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 110.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'116 CHF 7'058 CHF 99.24% 99.24%
15.05.2024 118.78% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'478 CHF 6'739 CHF 98.82% 98.82%
14.05.2024 127.46% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'867 CHF 6'433 CHF 97.56% 97.56%
13.05.2024 161.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'212 CHF 5'606 CHF 99.28% 99.28%
10.05.2024 81.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 7'601 CHF 8'800 CHF 99.38% 99.38%
08.05.2024 138.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'344 CHF 6'172 CHF 95.14% 95.14%
07.05.2024 124.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'074 CHF 6'537 CHF 98.80% 98.80%
06.05.2024 107.93% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'287 CHF 7'143 CHF 98.86% 98.86%
03.05.2024 103.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'732 CHF 7'366 CHF 98.43% 98.43%
02.05.2024 92.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'825 CHF 7'913 CHF 99.27% 99.27%

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