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
23.12.2024 6.22% 0.20 CHF 0.21 CHF 250'000 75'000 256'076 75'000 50'393 CHF 15'717 CHF 100.00% 100.00%
20.12.2024 7.84% 0.20 CHF 0.21 CHF 250'000 75'000 289'629 72'708 50'766 CHF 13'817 CHF 98.88% 98.88%
19.12.2024 13.57% 0.18 CHF 0.21 CHF 280'000 50'000 255'774 50'588 45'004 CHF 10'183 CHF 93.91% 93.91%
18.12.2024 6.40% 0.22 CHF 0.24 CHF 230'000 75'000 220'596 75'000 50'566 CHF 18'341 CHF 98.15% 98.15%
17.12.2024 6.16% 0.24 CHF 0.25 CHF 210'000 75'000 200'988 75'000 51'140 CHF 20'319 CHF 97.31% 97.31%
16.12.2024 5.94% 0.27 CHF 0.28 CHF 190'000 75'000 188'655 75'000 51'168 CHF 21'597 CHF 96.34% 96.34%
13.12.2024 4.90% 0.28 CHF 0.30 CHF 180'000 75'000 169'163 75'000 52'086 CHF 24'263 CHF 99.36% 99.36%
12.12.2024 5.33% 0.29 CHF 0.31 CHF 180'000 75'000 172'684 71'969 51'681 CHF 22'675 CHF 97.38% 97.38%
11.12.2024 4.56% 0.31 CHF 0.33 CHF 170'000 75'000 169'223 75'000 51'955 CHF 24'107 CHF 99.05% 99.05%
10.12.2024 5.14% 0.29 CHF 0.31 CHF 180'000 75'000 170'939 75'000 51'292 CHF 23'697 CHF 100.00% 100.00%

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