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 166.67% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 1'500 CHF 2'750 CHF 98.47% 98.47%
15.05.2024 147.25% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 2'932 CHF 2'989 CHF 98.33% 98.33%
14.05.2024 115.69% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 5'566 CHF 3'428 CHF 99.36% 99.36%
13.05.2024 130.24% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 4'147 CHF 3'191 CHF 98.94% 98.94%
10.05.2024 120.19% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 5'281 CHF 3'380 CHF 99.36% 99.36%
08.05.2024 101.24% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 7'411 CHF 3'735 CHF 99.35% 99.35%
07.05.2024 93.29% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 8'780 CHF 3'963 CHF 94.70% 94.70%
06.05.2024 166.67% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 1'500 CHF 2'750 CHF 99.37% 99.37%
03.05.2024 128.56% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 5'289 CHF 3'381 CHF 99.37% 99.37%
02.05.2024 124.18% 0.00 CHF 0.01 CHF 1'500'000 250'000 1'500'000 250'000 4'594 CHF 3'266 CHF 99.37% 99.37%

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