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 8.97% 0.10 CHF 0.11 CHF 900'000 300'000 870'517 290'172 92'820 CHF 33'842 CHF 99.17% 99.17%
18.12.2024 6.66% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 108'939 CHF 38'813 CHF 99.17% 99.17%
17.12.2024 6.51% 0.15 CHF 0.16 CHF 750'000 250'000 703'602 234'534 104'418 CHF 37'151 CHF 99.17% 99.17%
16.12.2024 6.45% 0.16 CHF 0.17 CHF 600'000 200'000 724'518 241'506 108'695 CHF 38'647 CHF 99.17% 99.17%
13.12.2024 5.60% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 104'240 CHF 36'747 CHF 98.91% 98.91%
12.12.2024 5.32% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 109'883 CHF 38'628 CHF 98.03% 98.03%
11.12.2024 5.44% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 107'554 CHF 37'851 CHF 99.17% 99.17%
10.12.2024 5.71% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 102'251 CHF 36'084 CHF 99.17% 99.17%
09.12.2024 5.63% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 103'684 CHF 36'561 CHF 99.17% 99.17%
06.12.2024 5.63% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 103'634 CHF 36'545 CHF 99.17% 99.17%

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