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
10.05.2024 160.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'270 CHF 5'635 CHF 99.57% 99.57%
08.05.2024 120.09% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'357 CHF 6'678 CHF 99.57% 99.57%
07.05.2024 94.76% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'613 CHF 7'807 CHF 99.49% 99.49%
06.05.2024 81.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'212 CHF 8'606 CHF 99.58% 99.58%
03.05.2024 66.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'964 CHF 9'982 CHF 99.47% 99.47%
02.05.2024 68.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'698 CHF 9'849 CHF 99.62% 99.62%
30.04.2024 51.67% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'831 CHF 12'416 CHF 93.13% 93.13%
29.04.2024 42.07% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'788 CHF 14'394 CHF 99.57% 99.57%
26.04.2024 37.50% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'730 CHF 15'865 CHF 99.63% 99.63%
25.04.2024 36.98% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'197 CHF 16'098 CHF 99.57% 99.57%

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