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 66.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'036 CHF 10'018 CHF 99.02% 99.02%
14.05.2024 67.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'096 CHF 10'048 CHF 99.28% 99.28%
13.05.2024 155.95% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'583 CHF 5'791 CHF 98.90% 98.90%
10.05.2024 138.09% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'408 CHF 6'204 CHF 99.53% 99.53%
08.05.2024 148.82% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'766 CHF 5'883 CHF 91.97% 91.97%
07.05.2024 123.03% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'169 CHF 6'585 CHF 99.16% 99.16%
06.05.2024 81.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 7'590 CHF 8'795 CHF 99.17% 99.17%
03.05.2024 57.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'453 CHF 11'226 CHF 99.43% 99.43%
02.05.2024 92.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'192 CHF 8'096 CHF 94.35% 94.35%
30.04.2024 91.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'949 CHF 7'974 CHF 99.37% 99.37%

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