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 75.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'351 CHF 9'175 CHF 99.19% 99.19%
15.05.2024 77.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'943 CHF 8'971 CHF 99.57% 99.57%
14.05.2024 90.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'071 CHF 8'035 CHF 97.57% 97.57%
13.05.2024 106.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'460 CHF 7'230 CHF 99.58% 99.58%
10.05.2024 76.29% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'206 CHF 9'103 CHF 99.36% 99.36%
08.05.2024 98.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'169 CHF 7'585 CHF 95.13% 95.13%
07.05.2024 85.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'650 CHF 8'325 CHF 98.80% 98.80%
06.05.2024 77.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'860 CHF 8'930 CHF 98.54% 98.54%
03.05.2024 84.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'849 CHF 8'425 CHF 96.73% 96.73%
02.05.2024 79.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'607 CHF 8'804 CHF 99.27% 99.27%

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