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
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 97.36% 97.36%
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 93.82% 93.82%
13.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 92.03% 92.03%
10.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.28% 96.28%
08.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.90% 98.90%
07.05.2024 89.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'251 CHF 8'125 CHF 99.58% 99.58%
06.05.2024 79.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'662 CHF 8'831 CHF 97.14% 97.14%
03.05.2024 64.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'432 CHF 10'216 CHF 99.51% 99.51%
02.05.2024 49.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'319 CHF 12'660 CHF 99.49% 99.49%
30.04.2024 64.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'535 CHF 10'267 CHF 99.28% 99.28%

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