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 17.15% 0.06 CHF 0.07 CHF 500'000 50'000 498'205 70'509 31'243 CHF 5'250 CHF 92.27% 92.27%
18.12.2024 11.12% 0.08 CHF 0.09 CHF 500'000 100'000 500'000 100'000 42'588 CHF 9'518 CHF 96.35% 96.35%
17.12.2024 9.53% 0.10 CHF 0.11 CHF 500'000 100'000 499'663 100'000 49'930 CHF 10'993 CHF 92.73% 92.73%
16.12.2024 9.55% 0.10 CHF 0.11 CHF 500'000 100'000 497'179 100'000 49'597 CHF 10'982 CHF 99.35% 99.35%
13.12.2024 7.41% 0.12 CHF 0.13 CHF 420'000 100'000 389'015 100'000 50'570 CHF 14'057 CHF 92.80% 92.80%
12.12.2024 6.72% 0.14 CHF 0.15 CHF 360'000 100'000 353'422 94'023 52'243 CHF 14'798 CHF 66.29% 66.29%
11.12.2024 7.05% 0.15 CHF 0.16 CHF 340'000 100'000 370'713 100'000 50'708 CHF 14'727 CHF 97.93% 97.93%
10.12.2024 5.85% 0.15 CHF 0.16 CHF 340'000 100'000 307'164 100'000 50'915 CHF 17'646 CHF 100.00% 100.00%
09.12.2024 5.20% 0.19 CHF 0.20 CHF 270'000 100'000 270'399 100'000 50'692 CHF 19'778 CHF 96.62% 96.62%
06.12.2024 5.69% 0.18 CHF 0.19 CHF 280'000 100'000 298'250 100'000 50'891 CHF 18'088 CHF 92.58% 92.58%

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