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 98.16% 98.16%
15.05.2024 153.49% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'597 CHF 5'798 CHF 95.49% 95.49%
14.05.2024 150.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'680 CHF 5'840 CHF 97.69% 97.69%
13.05.2024 126.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'948 CHF 6'474 CHF 93.26% 93.26%
10.05.2024 139.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'181 CHF 6'091 CHF 96.58% 96.58%
08.05.2024 66.67% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 13.73% 98.54%
07.05.2024 60.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'329 CHF 11'164 CHF 97.54% 97.54%
06.05.2024 66.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'038 CHF 10'019 CHF 98.35% 98.35%
03.05.2024 46.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'975 CHF 14'487 CHF 97.93% 97.93%
02.05.2024 20.86% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 43'380 CHF 26'690 CHF 97.48% 97.48%

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