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
10.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.81% 98.81%
08.05.2024 165.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'062 CHF 5'531 CHF 99.07% 99.07%
07.05.2024 150.36% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'686 CHF 5'843 CHF 98.81% 98.81%
06.05.2024 155.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'450 CHF 5'725 CHF 98.78% 98.78%
03.05.2024 162.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'171 CHF 5'586 CHF 99.08% 99.08%
02.05.2024 138.88% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'223 CHF 6'111 CHF 99.17% 99.17%
30.04.2024 97.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'301 CHF 7'650 CHF 98.82% 98.82%
29.04.2024 103.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'776 CHF 7'388 CHF 98.78% 98.78%
26.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 28.97% 98.95%
25.04.2024 87.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'698 CHF 8'349 CHF 98.95% 98.95%

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