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
14.05.2024 91.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'919 CHF 7'960 CHF 98.59% 98.59%
13.05.2024 124.29% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'164 CHF 6'582 CHF 95.99% 95.99%
10.05.2024 157.35% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'423 CHF 5'711 CHF 96.65% 96.65%
08.05.2024 141.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'102 CHF 6'051 CHF 96.57% 96.57%
07.05.2024 125.74% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'978 CHF 6'489 CHF 97.35% 97.35%
06.05.2024 164.51% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'091 CHF 5'545 CHF 96.96% 96.96%
03.05.2024 142.62% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'037 CHF 6'019 CHF 96.93% 96.93%
02.05.2024 115.26% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'712 CHF 6'856 CHF 96.65% 96.65%
30.04.2024 146.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'851 CHF 5'926 CHF 98.22% 98.22%
29.04.2024 114.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'026 CHF 7'013 CHF 98.57% 98.57%

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