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 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.23% 99.23%
15.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'464 250'000 992 CHF 2'500 CHF 99.38% 99.38%
14.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.14% 99.14%
13.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'999 250'000 994 CHF 2'500 CHF 99.39% 99.39%
10.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 981'214 250'000 981 CHF 2'500 CHF 99.39% 99.39%
08.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.39% 99.39%
07.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'125 250'000 993 CHF 2'500 CHF 99.23% 99.23%
06.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'656 250'000 994 CHF 2'500 CHF 99.20% 99.20%
03.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'091 250'000 992 CHF 2'500 CHF 99.38% 99.38%
02.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 977'615 250'000 978 CHF 2'500 CHF 99.37% 99.37%

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