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 1.51% 0.67 CHF 0.68 CHF 100'000 100'000 98'160 98'160 64'562 CHF 65'544 CHF 98.12% 98.12%
18.12.2024 1.54% 0.65 CHF 0.66 CHF 100'000 100'000 100'000 100'000 64'467 CHF 65'467 CHF 96.34% 96.34%
17.12.2024 1.55% 0.64 CHF 0.65 CHF 100'000 100'000 99'639 99'639 63'991 CHF 64'987 CHF 99.36% 99.36%
16.12.2024 1.52% 0.68 CHF 0.69 CHF 75'000 75'000 88'094 88'094 57'364 CHF 58'245 CHF 99.37% 99.37%
13.12.2024 1.95% 0.54 CHF 0.55 CHF 100'000 100'000 106'659 106'659 54'105 CHF 55'171 CHF 99.37% 99.37%
12.12.2024 1.64% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 60'499 CHF 61'499 CHF 95.20% 95.20%
11.12.2024 1.66% 0.63 CHF 0.64 CHF 100'000 100'000 100'000 100'000 59'817 CHF 60'817 CHF 99.36% 99.36%
10.12.2024 1.72% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 57'665 CHF 58'665 CHF 99.36% 99.36%
09.12.2024 1.60% 0.58 CHF 0.59 CHF 100'000 100'000 99'893 99'893 62'126 CHF 63'125 CHF 99.39% 99.39%
06.12.2024 1.40% 0.70 CHF 0.71 CHF 75'000 75'000 75'000 75'000 53'099 CHF 53'849 CHF 99.36% 99.36%

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