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 115.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'716 CHF 6'858 CHF 98.19% 98.19%
15.05.2024 124.57% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'065 CHF 6'533 CHF 97.80% 97.80%
14.05.2024 107.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'371 CHF 7'186 CHF 98.95% 98.95%
13.05.2024 91.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'943 CHF 7'971 CHF 90.58% 90.58%
10.05.2024 92.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'885 CHF 7'942 CHF 96.74% 96.74%
08.05.2024 77.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'010 CHF 9'005 CHF 93.18% 93.18%
07.05.2024 73.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'660 CHF 9'330 CHF 95.19% 95.19%
06.05.2024 68.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'574 CHF 9'787 CHF 92.75% 92.75%
03.05.2024 59.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'912 CHF 10'956 CHF 94.83% 94.83%
02.05.2024 56.57% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'703 CHF 11'352 CHF 95.44% 95.44%

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