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 98.90% 98.90%
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 99.15% 99.15%
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 98.45% 98.45%
13.05.2024 146.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'853 CHF 5'926 CHF 95.22% 95.22%
10.05.2024 143.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'008 CHF 6'004 CHF 98.88% 98.88%
08.05.2024 104.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'603 CHF 7'302 CHF 98.90% 98.90%
07.05.2024 108.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'337 CHF 7'168 CHF 98.90% 98.90%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.08% 99.08%
03.05.2024 62.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'511 CHF 10'755 CHF 98.64% 98.64%
02.05.2024 42.57% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'037 CHF 14'518 CHF 99.08% 99.08%

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