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 3.69% 1.02 CHF 1.04 CHF 200'000 200'000 75'923 75'923 77'964 CHF 80'218 CHF 96.30% 96.30%
18.12.2024 3.53% 1.42 CHF 1.45 CHF 100'000 100'000 37'732 37'732 53'766 CHF 55'365 CHF 97.36% 97.36%
17.12.2024 3.76% 1.52 CHF 1.55 CHF 100'000 100'000 37'597 37'597 53'435 CHF 55'031 CHF 98.07% 98.07%
16.12.2024 3.98% 1.33 CHF 1.36 CHF 200'000 200'000 75'601 75'601 98'546 CHF 101'747 CHF 97.15% 97.15%
13.12.2024 3.77% 1.33 CHF 1.36 CHF 100'000 100'000 37'385 37'385 51'756 CHF 53'347 CHF 99.49% 99.49%
12.12.2024 3.94% 1.56 CHF 1.59 CHF 100'000 100'000 37'379 37'379 53'171 CHF 54'763 CHF 99.46% 99.46%
11.12.2024 4.36% 1.39 CHF 1.42 CHF 200'000 200'000 74'795 74'795 94'599 CHF 97'782 CHF 99.43% 99.43%
10.12.2024 4.25% 1.33 CHF 1.36 CHF 200'000 200'000 74'878 74'878 96'798 CHF 99'982 CHF 99.20% 99.20%
09.12.2024 4.49% 1.28 CHF 1.31 CHF 200'000 200'000 75'076 75'076 89'855 CHF 93'044 CHF 98.64% 98.64%
06.12.2024 4.41% 1.21 CHF 1.24 CHF 200'000 200'000 74'712 74'712 90'872 CHF 94'053 CHF 99.59% 99.59%

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