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
17.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.59% 99.59%
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 99.54% 99.54%
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 99.68% 99.68%
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 99.56% 99.56%
13.05.2024 164.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'107 CHF 5'554 CHF 99.06% 99.06%
10.05.2024 157.69% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'377 CHF 5'688 CHF 99.72% 99.72%
08.05.2024 122.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'202 CHF 6'601 CHF 99.57% 99.57%
07.05.2024 107.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'372 CHF 7'186 CHF 99.58% 99.58%
06.05.2024 78.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'784 CHF 8'892 CHF 99.45% 99.45%
03.05.2024 66.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'127 CHF 10'063 CHF 99.38% 99.38%

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