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 91.34% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'968 CHF 7'984 CHF 98.91% 98.91%
16.05.2024 89.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'171 CHF 8'085 CHF 98.96% 98.96%
15.05.2024 90.04% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'118 CHF 8'059 CHF 98.41% 98.41%
14.05.2024 76.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'141 CHF 9'071 CHF 99.45% 99.45%
13.05.2024 89.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'246 CHF 8'123 CHF 98.64% 98.64%
10.05.2024 86.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'665 CHF 8'333 CHF 97.31% 97.31%
08.05.2024 75.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'257 CHF 9'128 CHF 71.00% 99.50%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.58% 99.58%
06.05.2024 52.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'469 CHF 12'734 CHF 99.74% 99.74%
03.05.2024 27.71% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'436 CHF 20'718 CHF 98.33% 98.33%

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