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 3.14% 0.33 CHF 0.34 CHF 300'000 100'000 310'006 103'335 97'275 CHF 33'458 CHF 99.43% 99.43%
18.12.2024 2.79% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 106'261 CHF 36'420 CHF 99.55% 99.55%
17.12.2024 3.27% 0.36 CHF 0.37 CHF 300'000 100'000 418'067 139'356 124'960 CHF 43'047 CHF 99.27% 99.27%
16.12.2024 2.85% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 103'992 CHF 35'664 CHF 99.13% 99.13%
13.12.2024 2.57% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 115'380 CHF 39'460 CHF 99.03% 99.03%
12.12.2024 2.86% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 103'646 CHF 35'549 CHF 99.58% 99.58%
11.12.2024 3.04% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 97'366 CHF 33'455 CHF 99.44% 99.44%
10.12.2024 3.27% 0.30 CHF 0.31 CHF 450'000 150'000 399'798 133'266 120'246 CHF 41'415 CHF 99.31% 99.31%
09.12.2024 3.25% 0.31 CHF 0.32 CHF 450'000 150'000 420'884 140'295 127'277 CHF 43'829 CHF 99.43% 99.43%
06.12.2024 2.97% 0.32 CHF 0.33 CHF 300'000 100'000 300'000 100'000 99'579 CHF 34'193 CHF 92.25% 92.25%

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