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 161.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'257 CHF 5'628 CHF 99.31% 99.31%
15.05.2024 160.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'280 CHF 5'640 CHF 99.15% 99.15%
14.05.2024 162.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 1'216 CHF 5'608 CHF 98.78% 98.78%
13.05.2024 104.93% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'648 CHF 7'324 CHF 98.34% 98.34%
10.05.2024 35.53% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 427'161 25'364 CHF 14'895 CHF 98.63% 98.63%
08.05.2024 42.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 499'217 20'030 CHF 14'984 CHF 98.80% 98.80%
07.05.2024 45.86% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'904 CHF 13'452 CHF 98.82% 98.82%
06.05.2024 84.27% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'014 CHF 8'507 CHF 98.98% 98.98%
03.05.2024 103.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'091 CHF 7'546 CHF 98.95% 98.95%
02.05.2024 78.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'927 CHF 8'964 CHF 97.98% 97.98%

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