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
30.12.2024 0.90% 1.16 CHF 1.17 CHF 100'000 100'000 120'833 120'834 132'929 CHF 134'138 CHF 95.18% 95.18%
27.12.2024 0.86% 1.10 CHF 1.11 CHF 125'000 125'000 104'923 104'923 120'998 CHF 122'047 CHF 98.74% 98.74%
23.12.2024 0.89% 1.16 CHF 1.17 CHF 100'000 100'000 115'914 115'914 129'741 CHF 130'901 CHF 98.11% 98.11%
20.12.2024 1.03% 1.08 CHF 1.09 CHF 125'000 125'000 125'000 125'000 120'653 CHF 121'903 CHF 96.83% 96.83%
19.12.2024 0.96% 1.03 CHF 1.04 CHF 125'000 125'000 125'000 125'000 129'534 CHF 130'784 CHF 98.84% 98.84%
18.12.2024 0.92% 1.12 CHF 1.13 CHF 125'000 125'000 124'448 124'448 134'521 CHF 135'765 CHF 94.65% 94.65%
17.12.2024 1.04% 0.95 CHF 0.96 CHF 125'000 125'000 125'000 125'000 119'656 CHF 120'906 CHF 99.43% 99.43%
16.12.2024 0.96% 0.99 CHF 1.00 CHF 125'000 125'000 125'000 125'000 130'227 CHF 131'477 CHF 93.55% 93.55%
13.12.2024 0.86% 1.02 CHF 1.03 CHF 125'000 125'000 102'108 102'108 118'756 CHF 119'777 CHF 99.38% 99.38%
12.12.2024 0.86% 1.12 CHF 1.13 CHF 100'000 100'000 100'817 100'817 116'276 CHF 117'284 CHF 96.96% 96.96%

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