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 0.42% 3.77 CHF 3.78 CHF 500'000 500'000 273'887 273'887 1'034'790 CHF 1'037'670 CHF 96.34% 96.34%
18.12.2024 0.25% 3.95 CHF 3.96 CHF 500'000 500'000 305'512 305'512 1'213'800 CHF 1'216'850 CHF 97.46% 97.46%
17.12.2024 0.25% 4.00 CHF 4.01 CHF 500'000 500'000 305'080 305'080 1'205'960 CHF 1'209'020 CHF 98.14% 98.14%
16.12.2024 0.26% 3.89 CHF 3.90 CHF 500'000 500'000 305'685 305'685 1'185'850 CHF 1'188'910 CHF 97.23% 97.23%
13.12.2024 0.25% 3.89 CHF 3.90 CHF 500'000 500'000 304'382 304'382 1'195'000 CHF 1'198'050 CHF 99.58% 99.58%
12.12.2024 0.26% 4.00 CHF 4.01 CHF 500'000 500'000 304'343 304'343 1'187'060 CHF 1'190'100 CHF 99.59% 99.59%
11.12.2024 0.26% 3.89 CHF 3.90 CHF 500'000 500'000 304'422 304'422 1'155'080 CHF 1'158'120 CHF 99.50% 99.50%
10.12.2024 0.26% 3.84 CHF 3.85 CHF 500'000 500'000 304'547 304'547 1'156'870 CHF 1'159'920 CHF 99.27% 99.27%
09.12.2024 0.27% 3.79 CHF 3.80 CHF 500'000 500'000 304'857 304'857 1'139'940 CHF 1'142'990 CHF 98.71% 98.71%
06.12.2024 0.27% 3.75 CHF 3.76 CHF 500'000 500'000 304'303 304'303 1'140'110 CHF 1'143'150 CHF 99.66% 99.66%

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