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
13.06.2024 97.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'276 CHF 7'638 CHF 99.33% 99.33%
12.06.2024 96.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'412 CHF 7'706 CHF 95.82% 95.82%
11.06.2024 112.10% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'025 CHF 7'013 CHF 93.93% 93.93%
10.06.2024 132.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 2'754 CHF 6'377 CHF 97.29% 97.29%
07.06.2024 96.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'478 CHF 7'739 CHF 97.06% 97.06%
05.06.2024 101.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'956 CHF 7'478 CHF 99.60% 99.60%
04.06.2024 71.41% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'019 CHF 9'510 CHF 99.49% 99.49%
03.06.2024 77.82% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'990 CHF 8'995 CHF 90.62% 90.62%
31.05.2024 45.11% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'249 CHF 13'624 CHF 99.22% 99.22%
30.05.2024 45.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'043 CHF 13'522 CHF 99.57% 99.57%

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