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
15.05.2024 123.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'144 CHF 6'572 CHF 99.01% 99.01%
14.05.2024 125.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'156 CHF 6'578 CHF 99.33% 99.33%
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 98.92% 98.92%
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 99.54% 99.54%
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 91.97% 91.97%
07.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.18% 99.18%
06.05.2024 157.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'374 CHF 5'687 CHF 99.17% 99.17%
03.05.2024 109.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'156 CHF 7'078 CHF 99.48% 99.48%
02.05.2024 156.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'447 CHF 5'723 CHF 81.30% 94.42%
30.04.2024 157.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'371 CHF 5'686 CHF 99.31% 99.31%

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