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
29.05.2024 99.93% 0.01 CHF 0.02 CHF 1'000'000 250'000 988'296 250'000 4'953 CHF 3'753 CHF 98.94% 98.94%
28.05.2024 70.63% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'406 CHF 4'852 CHF 99.20% 99.20%
27.05.2024 67.10% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'840 250'000 9'894 CHF 4'984 CHF 99.39% 99.39%
24.05.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'483 250'000 4'977 CHF 3'750 CHF 99.39% 99.39%
23.05.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'178 250'000 4'946 CHF 3'750 CHF 99.12% 99.12%
22.05.2024 96.87% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'056 250'000 5'445 CHF 3'867 CHF 97.94% 97.94%
21.05.2024 81.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 976'411 250'000 7'513 CHF 4'428 CHF 99.38% 99.38%
17.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.03% 99.03%
16.05.2024 65.23% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'430 CHF 5'108 CHF 99.23% 99.23%
15.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'411 250'000 9'924 CHF 5'000 CHF 99.38% 99.38%

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