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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.11% 99.11%
15.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.60% 99.60%
14.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.65% 98.65%
13.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.40% 99.40%
10.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.39% 99.39%
08.05.2024 146.06% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'867 CHF 5'933 CHF 99.32% 99.32%
07.05.2024 115.53% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'744 CHF 6'872 CHF 99.34% 99.34%
06.05.2024 118.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'536 CHF 6'768 CHF 97.86% 97.86%
03.05.2024 86.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'599 CHF 8'300 CHF 99.32% 99.32%
02.05.2024 81.41% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'305 CHF 8'652 CHF 99.34% 99.34%

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