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 81.22% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 11'030 CHF 2'603 CHF 99.09% 99.09%
14.05.2024 86.86% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 10'301 CHF 2'530 CHF 99.27% 99.27%
13.05.2024 106.91% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 6'626 CHF 2'163 CHF 98.81% 98.81%
10.05.2024 94.02% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 8'696 CHF 2'370 CHF 99.27% 99.27%
08.05.2024 162.48% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 1'833 CHF 1'683 CHF 99.27% 99.27%
07.05.2024 126.18% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 4'581 CHF 1'958 CHF 99.27% 99.27%
06.05.2024 124.55% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 4'548 CHF 1'955 CHF 99.27% 99.27%
03.05.2024 111.86% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 6'015 CHF 2'101 CHF 99.15% 99.15%
02.05.2024 142.86% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 3'000 CHF 1'800 CHF 99.19% 99.19%
30.04.2024 153.40% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 2'336 CHF 1'734 CHF 99.27% 99.27%

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