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 - - CHF 0.05 CHF 0 5'000 0 0 0 CHF 0 CHF 0.00% 99.66%
15.05.2024 137.81% 0.01 CHF 0.05 CHF 5'000 5'000 2'322 2'322 27 CHF 143 CHF 76.68% 97.60%
14.05.2024 141.04% 0.02 CHF 0.07 CHF 5'000 5'000 5'000 5'000 53 CHF 303 CHF 16.26% 98.69%
13.05.2024 142.86% 0.01 CHF 0.05 CHF 5'000 5'000 5'000 5'000 50 CHF 300 CHF 0.53% 99.57%
10.05.2024 - - CHF 0.04 CHF 0 5'000 0 0 0 CHF 0 CHF 0.00% 98.58%
08.05.2024 55.77% 0.01 CHF 0.06 CHF 5'000 5'000 400'381 19'578 13'025 CHF 883 CHF 98.51% 99.66%
07.05.2024 15.69% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 28'883 29'787 CHF 1'943 CHF 99.59% 99.59%
06.05.2024 13.19% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 28'880 35'492 CHF 2'364 CHF 99.66% 99.66%
03.05.2024 14.88% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 28'880 31'249 CHF 2'114 CHF 99.65% 99.65%
02.05.2024 11.88% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 28'951 40'302 CHF 2'534 CHF 99.18% 99.18%

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