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 162.26% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'193 CHF 5'597 CHF 99.18% 99.18%
15.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.61% 99.61%
14.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.63% 98.63%
13.05.2024 158.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'351 CHF 5'675 CHF 99.35% 99.35%
10.05.2024 138.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'279 CHF 6'139 CHF 99.27% 99.27%
08.05.2024 157.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'371 CHF 5'685 CHF 99.31% 99.31%
07.05.2024 161.53% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'226 CHF 5'613 CHF 99.36% 99.36%
06.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.89% 97.89%
03.05.2024 145.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'918 CHF 5'959 CHF 99.38% 99.38%
02.05.2024 160.52% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'262 CHF 5'631 CHF 99.33% 99.33%

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