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 0.49% 2.05 CHF 2.06 CHF 600'000 30'000 600'000 30'000 1'233'870 CHF 61'994 CHF 99.16% 99.16%
18.12.2024 0.45% 2.15 CHF 2.16 CHF 600'000 30'000 600'000 30'000 1'343'800 CHF 67'490 CHF 99.16% 99.16%
17.12.2024 0.43% 2.35 CHF 2.36 CHF 600'000 50'000 600'000 50'000 1'385'960 CHF 115'997 CHF 99.16% 99.16%
16.12.2024 0.44% 2.31 CHF 2.32 CHF 600'000 50'000 600'000 50'000 1'365'800 CHF 114'316 CHF 99.16% 99.16%
13.12.2024 0.44% 2.25 CHF 2.26 CHF 600'000 50'000 600'000 50'000 1'366'220 CHF 114'351 CHF 99.20% 99.20%
12.12.2024 0.44% 2.31 CHF 2.32 CHF 600'000 50'000 600'000 50'000 1'370'540 CHF 114'712 CHF 96.88% 96.88%
11.12.2024 0.45% 2.32 CHF 2.33 CHF 600'000 50'000 600'000 50'000 1'342'300 CHF 112'358 CHF 99.16% 99.16%
10.12.2024 0.48% 2.19 CHF 2.20 CHF 600'000 50'000 600'000 50'000 1'255'890 CHF 105'158 CHF 99.16% 99.16%
09.12.2024 0.49% 2.02 CHF 2.03 CHF 600'000 50'000 600'000 50'000 1'227'070 CHF 102'756 CHF 99.17% 99.17%
06.12.2024 0.49% 2.11 CHF 2.12 CHF 600'000 50'000 600'000 50'000 1'225'500 CHF 102'625 CHF 99.17% 99.17%

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