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
06.01.2025 5.48% 0.20 CHF 0.21 CHF 250'000 50'000 244'848 50'000 50'409 CHF 10'950 CHF 99.61% 99.61%
30.12.2024 3.99% 0.28 CHF 0.29 CHF 180'000 50'000 175'222 50'000 51'198 CHF 15'223 CHF 100.00% 100.00%
27.12.2024 4.04% 0.30 CHF 0.31 CHF 170'000 50'000 171'875 48'673 51'632 CHF 15'235 CHF 99.90% 99.90%
23.12.2024 3.89% 0.29 CHF 0.30 CHF 180'000 50'000 179'852 50'000 51'671 CHF 14'951 CHF 99.75% 99.75%
20.12.2024 4.75% 0.28 CHF 0.29 CHF 180'000 50'000 199'068 48'394 51'011 CHF 13'019 CHF 99.24% 99.24%
19.12.2024 6.99% 0.26 CHF 0.28 CHF 200'000 25'000 189'883 34'698 51'127 CHF 9'996 CHF 96.87% 96.87%
18.12.2024 3.33% 0.32 CHF 0.33 CHF 160'000 50'000 142'153 50'000 52'035 CHF 19'034 CHF 99.85% 99.85%
17.12.2024 2.95% 0.43 CHF 0.44 CHF 120'000 50'000 127'522 50'000 52'104 CHF 21'124 CHF 87.97% 87.97%
16.12.2024 2.93% 0.42 CHF 0.43 CHF 120'000 50'000 130'599 50'000 52'067 CHF 20'551 CHF 100.00% 100.00%
13.12.2024 3.01% 0.41 CHF 0.42 CHF 130'000 50'000 130'086 50'000 51'788 CHF 20'514 CHF 55.24% 55.24%

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