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 150.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'706 CHF 5'853 CHF 99.26% 99.26%
15.05.2024 166.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'002 CHF 5'501 CHF 99.40% 99.40%
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 99.09% 99.09%
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 99.35% 99.35%
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 147.58% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'808 CHF 5'904 CHF 99.37% 99.37%
07.05.2024 140.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'121 CHF 6'060 CHF 99.41% 99.41%
06.05.2024 127.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'867 CHF 6'433 CHF 99.40% 99.40%
03.05.2024 101.16% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'918 CHF 7'459 CHF 99.19% 99.19%
02.05.2024 81.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'451 CHF 8'726 CHF 99.34% 99.34%

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