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
14.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 7'500 CHF 99.21% 99.21%
13.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 996'856 250'000 997 CHF 7'500 CHF 99.38% 99.38%
12.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 7'500 CHF 99.39% 99.39%
11.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 7'500 CHF 99.38% 99.38%
10.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 998'243 250'000 998 CHF 7'500 CHF 97.09% 97.09%
07.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 995'289 250'000 995 CHF 7'500 CHF 99.19% 99.19%
05.06.2024 187.10% 0.00 CHF 0.03 CHF 1'000'000 250'000 994'170 250'000 994 CHF 7'500 CHF 99.24% 99.24%
04.06.2024 159.21% 0.00 CHF 0.03 CHF 1'000'000 250'000 995'884 250'000 4'145 CHF 8'592 CHF 99.37% 99.37%
03.06.2024 102.44% 0.02 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 14'477 CHF 11'119 CHF 99.39% 99.39%
31.05.2024 119.20% 0.01 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 10'220 CHF 10'055 CHF 99.39% 99.39%

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