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 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.27% 97.27%
15.05.2024 163.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'122 CHF 5'561 CHF 99.44% 99.44%
14.05.2024 156.82% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'413 CHF 5'707 CHF 98.88% 98.88%
13.05.2024 138.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'231 CHF 6'116 CHF 98.75% 98.75%
10.05.2024 102.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'767 CHF 7'383 CHF 99.44% 99.44%
08.05.2024 94.16% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'654 CHF 7'827 CHF 99.63% 99.63%
07.05.2024 22.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 454'130 63'705 CHF 31'774 CHF 88.84% 98.53%
06.05.2024 13.02% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 71'990 CHF 40'995 CHF 99.58% 99.58%
03.05.2024 14.98% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'951 CHF 35'976 CHF 99.70% 99.70%
02.05.2024 18.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'093 CHF 30'047 CHF 99.60% 99.60%

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