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
22.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.03% 99.52%
21.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.02% 99.52%
17.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.05% 98.86%
16.05.2024 90.91% 0.01 CHF 0.02 CHF 1'000'000 970'000 1'000'000 970'000 6'000 CHF 15'520 CHF 0.01% 99.49%
15.05.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 970'000 1'000'000 970'000 5'000 CHF 14'550 CHF 0.04% 98.94%
14.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.01% 99.51%
13.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.03% 99.56%
10.05.2024 111.11% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 4'000 CHF 13'580 CHF 0.05% 99.51%
08.05.2024 142.86% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 2'000 CHF 11'640 CHF 0.07% 99.51%
07.05.2024 142.86% 0.00 CHF 0.01 CHF 1'000'000 970'000 1'000'000 970'000 2'000 CHF 11'640 CHF 0.03% 99.48%

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