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
29.05.2024 130.96% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'666 CHF 6'333 CHF 99.48% 99.48%
28.05.2024 161.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'217 CHF 5'609 CHF 99.60% 99.60%
27.05.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.64% 98.64%
24.05.2024 139.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'212 CHF 6'106 CHF 94.74% 94.74%
23.05.2024 143.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'989 CHF 5'995 CHF 94.39% 94.39%
22.05.2024 137.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'421 CHF 6'210 CHF 99.57% 99.57%
21.05.2024 110.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'442 CHF 7'221 CHF 98.39% 98.39%
17.05.2024 67.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'097 CHF 10'049 CHF 99.40% 99.40%
16.05.2024 17.39% 0.02 CHF 0.03 CHF 1'000'000 500'000 795'631 342'058 52'748 CHF 23'524 CHF 92.33% 92.33%
15.05.2024 6.75% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 85'958 CHF 30'653 CHF 98.51% 98.51%

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