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 164.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'084 CHF 5'542 CHF 98.89% 98.89%
15.05.2024 134.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'533 CHF 6'267 CHF 98.35% 98.35%
14.05.2024 131.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'667 CHF 6'333 CHF 98.68% 98.68%
13.05.2024 130.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'707 CHF 6'354 CHF 94.85% 94.85%
10.05.2024 120.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'327 CHF 6'663 CHF 98.80% 98.80%
08.05.2024 111.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'966 CHF 6'983 CHF 98.77% 98.77%
07.05.2024 87.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'397 CHF 8'199 CHF 99.16% 99.16%
06.05.2024 74.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'483 CHF 9'241 CHF 99.11% 99.11%
03.05.2024 67.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'923 CHF 9'962 CHF 99.06% 99.06%
02.05.2024 64.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'531 CHF 10'266 CHF 98.79% 98.79%

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