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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.22% 99.22%
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 99.17% 99.17%
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 98.01% 98.01%
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 99.37% 99.37%
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 98.53% 98.53%
08.05.2024 148.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'748 CHF 5'874 CHF 99.33% 99.33%
07.05.2024 164.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'074 CHF 5'537 CHF 99.37% 99.37%
06.05.2024 166.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'001 CHF 5'500 CHF 99.40% 99.40%
03.05.2024 121.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'330 CHF 6'665 CHF 99.33% 99.33%
02.05.2024 113.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'914 CHF 6'957 CHF 99.35% 99.35%

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