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 12.00% 0.06 CHF 0.07 CHF 250'000 250'000 136'886 136'886 10'848 CHF 12'222 CHF 99.82% 99.82%
18.12.2024 4.14% 0.21 CHF 0.22 CHF 130'000 130'000 75'357 75'357 17'884 CHF 18'639 CHF 94.74% 94.74%
17.12.2024 4.89% 0.27 CHF 0.28 CHF 140'000 140'000 77'814 77'814 16'321 CHF 17'102 CHF 98.60% 98.60%
16.12.2024 6.14% 0.17 CHF 0.18 CHF 160'000 160'000 90'117 90'117 14'487 CHF 15'391 CHF 100.00% 100.00%
13.12.2024 4.98% 0.17 CHF 0.18 CHF 160'000 160'000 89'935 89'935 18'065 CHF 18'968 CHF 99.73% 99.73%
12.12.2024 5.25% 0.30 CHF 0.31 CHF 160'000 160'000 90'084 90'084 19'005 CHF 19'909 CHF 99.94% 99.94%
11.12.2024 7.18% 0.22 CHF 0.23 CHF 200'000 200'000 112'793 112'793 16'810 CHF 17'943 CHF 95.47% 95.47%
10.12.2024 6.29% 0.19 CHF 0.20 CHF 190'000 190'000 106'692 106'693 18'029 CHF 19'101 CHF 99.59% 99.59%
09.12.2024 7.35% 0.18 CHF 0.19 CHF 210'000 210'000 117'879 117'879 16'508 CHF 17'691 CHF 99.14% 99.14%
06.12.2024 6.81% 0.15 CHF 0.16 CHF 220'000 220'000 120'777 120'777 18'255 CHF 19'468 CHF 99.49% 99.49%

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