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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.68% 99.68%
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 98.86% 98.86%
13.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.72% 98.72%
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 99.42% 99.42%
08.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.57% 99.57%
07.05.2024 82.58% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 17'047 CHF 13'523 CHF 98.56% 98.56%
06.05.2024 38.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'994 CHF 15'497 CHF 99.57% 99.57%
03.05.2024 43.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'920 CHF 13'960 CHF 99.28% 99.28%
02.05.2024 55.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'936 CHF 11'468 CHF 99.59% 99.59%

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