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
14.06.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.63% 99.63%
13.06.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.49% 99.49%
12.06.2024 157.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'400 CHF 5'700 CHF 99.59% 99.59%
11.06.2024 77.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'509 CHF 9'255 CHF 99.36% 99.36%
10.06.2024 66.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'638 CHF 10'319 CHF 99.59% 99.59%
07.06.2024 36.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'296 CHF 16'648 CHF 99.62% 99.62%
05.06.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.51% 99.51%
04.06.2024 54.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'643 CHF 11'822 CHF 99.56% 99.56%
03.06.2024 120.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'066 CHF 7'033 CHF 93.31% 93.31%
31.05.2024 129.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'768 CHF 6'384 CHF 99.58% 99.58%

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