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 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.06% 99.06%
15.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'546 250'000 993 CHF 2'500 CHF 99.10% 99.10%
14.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 98.84% 98.84%
13.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'613 250'000 994 CHF 2'500 CHF 99.14% 99.14%
10.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'771 250'000 994 CHF 2'500 CHF 96.50% 96.50%
08.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.17% 99.17%
07.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'859 250'000 993 CHF 2'500 CHF 98.97% 98.97%
06.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'070 250'000 993 CHF 2'500 CHF 98.97% 98.97%
03.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 998'918 250'000 999 CHF 2'500 CHF 98.98% 98.98%
02.05.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'129 250'000 992 CHF 2'500 CHF 98.85% 98.85%

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