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
07.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'042 250'000 994 CHF 2'500 CHF 99.24% 99.24%
06.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'405 250'000 994 CHF 2'500 CHF 99.19% 99.19%
03.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'893 250'000 993 CHF 2'500 CHF 99.39% 99.39%
02.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 983'506 250'000 984 CHF 2'500 CHF 99.37% 99.37%
30.04.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.43% 99.43%
29.04.2024 152.34% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'709 CHF 2'795 CHF 99.30% 99.30%
26.04.2024 110.82% 0.01 CHF 0.02 CHF 1'000'000 250'000 988'706 250'000 4'269 CHF 3'750 CHF 97.24% 97.24%
25.04.2024 132.65% 0.00 CHF 0.02 CHF 1'000'000 250'000 982'842 250'000 2'870 CHF 3'293 CHF 83.98% 83.98%
24.04.2024 113.82% 0.00 CHF 0.02 CHF 1'000'000 250'000 995'561 250'000 4'107 CHF 3'750 CHF 99.39% 99.39%
23.04.2024 107.39% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'779 250'000 4'519 CHF 3'750 CHF 99.39% 99.39%

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