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
16.05.2024 97.24% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'323 CHF 7'662 CHF 96.10% 96.10%
15.05.2024 115.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'669 CHF 6'835 CHF 99.13% 99.13%
14.05.2024 122.81% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'158 CHF 6'579 CHF 93.96% 93.96%
13.05.2024 139.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 2'360 CHF 6'180 CHF 95.63% 95.63%
10.05.2024 111.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'987 CHF 6'993 CHF 99.58% 99.58%
08.05.2024 159.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'351 CHF 5'676 CHF 99.46% 99.46%
07.05.2024 93.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'673 CHF 7'836 CHF 99.59% 99.59%
06.05.2024 97.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'325 CHF 7'663 CHF 99.08% 99.08%
03.05.2024 77.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'024 CHF 9'012 CHF 98.16% 98.16%
02.05.2024 69.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'730 CHF 9'865 CHF 99.57% 99.57%

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