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
19.12.2024 1.28% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 467'272 CHF 157'757 CHF 96.26% 96.26%
18.12.2024 1.25% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 477'465 CHF 161'155 CHF 95.29% 95.29%
17.12.2024 1.24% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 481'405 CHF 162'468 CHF 97.41% 97.41%
16.12.2024 1.26% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 473'176 CHF 159'725 CHF 98.82% 98.82%
13.12.2024 1.10% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 544'531 CHF 183'510 CHF 98.64% 98.64%
12.12.2024 1.21% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 493'890 CHF 166'630 CHF 98.50% 98.50%
11.12.2024 1.21% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 493'763 CHF 166'588 CHF 95.71% 95.71%
10.12.2024 1.19% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 503'267 CHF 169'756 CHF 97.58% 97.58%
09.12.2024 1.23% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 484'319 CHF 163'440 CHF 97.98% 97.98%
06.12.2024 1.35% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 442'931 CHF 149'644 CHF 98.61% 98.61%

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