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 0.82% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 362'889 CHF 121'963 CHF 99.12% 99.12%
18.12.2024 0.80% 1.25 CHF 1.25 CHF 300'000 100'000 300'000 100'000 372'959 CHF 125'320 CHF 99.40% 99.40%
17.12.2024 0.80% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 373'333 CHF 125'444 CHF 99.01% 99.01%
16.12.2024 0.79% 1.26 CHF 1.27 CHF 300'000 100'000 300'000 100'000 376'132 CHF 126'377 CHF 99.41% 99.41%
13.12.2024 0.78% 1.30 CHF 1.31 CHF 300'000 100'000 300'000 100'000 384'011 CHF 129'004 CHF 99.15% 99.15%
12.12.2024 0.82% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 363'651 CHF 122'217 CHF 99.36% 99.36%
11.12.2024 0.81% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 369'094 CHF 124'031 CHF 99.10% 99.10%
10.12.2024 0.80% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 371'766 CHF 124'922 CHF 98.44% 98.44%
09.12.2024 0.77% 1.30 CHF 1.31 CHF 300'000 100'000 300'000 100'000 389'506 CHF 130'835 CHF 99.43% 99.43%
06.12.2024 0.78% 1.27 CHF 1.28 CHF 300'000 100'000 300'000 100'000 384'805 CHF 129'268 CHF 99.40% 99.40%

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