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 112.91% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 999'276 999'276 5'592 CHF 19'996 CHF 99.92% 99.92%
06.05.2024 108.11% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 5'967 CHF 20'000 CHF 100.00% 100.00%
03.05.2024 86.80% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'980 CHF 20'000 CHF 99.43% 99.43%
02.05.2024 59.42% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'883 CHF 21'883 CHF 100.00% 100.00%
30.04.2024 60.01% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'798 CHF 21'798 CHF 99.16% 99.16%
29.04.2024 50.91% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 14'691 CHF 24'691 CHF 99.81% 99.81%
26.04.2024 50.69% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 14'884 CHF 24'884 CHF 99.34% 99.34%
25.04.2024 48.99% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 15'576 CHF 25'576 CHF 99.25% 99.25%
24.04.2024 44.01% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 999'998 999'998 17'742 CHF 27'742 CHF 99.60% 99.60%
23.04.2024 32.77% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 25'641 CHF 35'641 CHF 97.59% 97.59%

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