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 5.08% 0.36 CHF 0.38 CHF 140'000 25'000 139'520 34'698 51'438 CHF 13'419 CHF 96.87% 96.87%
18.12.2024 2.66% 0.42 CHF 0.43 CHF 120'000 50'000 112'048 50'000 52'119 CHF 23'962 CHF 99.85% 99.85%
17.12.2024 2.34% 0.53 CHF 0.54 CHF 100'000 50'000 103'439 50'000 52'141 CHF 25'877 CHF 87.97% 87.97%
16.12.2024 2.45% 0.51 CHF 0.52 CHF 100'000 50'000 107'054 50'000 51'963 CHF 24'894 CHF 100.00% 100.00%
13.12.2024 2.51% 0.49 CHF 0.50 CHF 110'000 50'000 109'992 50'000 53'022 CHF 24'717 CHF 55.24% 55.24%
12.12.2024 2.51% 0.51 CHF 0.52 CHF 100'000 50'000 106'654 49'465 51'999 CHF 24'763 CHF 94.70% 94.70%
11.12.2024 2.63% 0.50 CHF 0.52 CHF 100'000 50'000 114'817 50'000 52'846 CHF 23'675 CHF 99.32% 99.32%
10.12.2024 3.11% 0.44 CHF 0.45 CHF 120'000 50'000 133'385 50'000 51'824 CHF 20'091 CHF 100.00% 100.00%
09.12.2024 3.15% 0.36 CHF 0.37 CHF 140'000 50'000 139'470 50'000 51'469 CHF 19'048 CHF 100.00% 100.00%
06.12.2024 2.97% 0.40 CHF 0.41 CHF 130'000 50'000 138'618 50'000 51'175 CHF 19'027 CHF 99.51% 99.51%

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