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
15.05.2024 143.59% 0.00 CHF 0.02 CHF 500'000 500'000 500'000 500'000 1'661 CHF 10'000 CHF 91.33% 98.90%
14.05.2024 94.76% 0.00 CHF 0.02 CHF 500'000 500'000 500'000 500'000 3'612 CHF 10'000 CHF 99.81% 99.81%
13.05.2024 69.34% 0.01 CHF 0.02 CHF 500'000 500'000 500'000 500'000 4'938 CHF 10'117 CHF 99.23% 99.23%
10.05.2024 39.97% 0.02 CHF 0.03 CHF 500'000 500'000 500'000 500'000 10'219 CHF 15'219 CHF 100.00% 100.00%
08.05.2024 9.61% 0.09 CHF 0.10 CHF 500'000 500'000 500'000 500'000 49'897 CHF 54'897 CHF 96.89% 96.89%
07.05.2024 4.19% 0.16 CHF 0.17 CHF 300'000 300'000 299'822 299'822 71'681 CHF 74'681 CHF 99.45% 99.45%
06.05.2024 2.35% 0.45 CHF 0.46 CHF 280'000 280'000 280'000 280'000 118'292 CHF 121'092 CHF 100.00% 100.00%
03.05.2024 1.79% 0.55 CHF 0.56 CHF 270'000 270'000 270'000 270'000 150'491 CHF 153'191 CHF 99.88% 99.88%
02.05.2024 1.66% 0.68 CHF 0.69 CHF 300'000 300'000 300'000 300'000 180'065 CHF 183'065 CHF 99.67% 99.67%
30.04.2024 1.96% 0.57 CHF 0.58 CHF 320'000 320'000 320'000 320'000 161'629 CHF 164'829 CHF 100.00% 100.00%

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