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 2.89% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 204'561 CHF 70'187 CHF 99.49% 99.49%
18.12.2024 2.77% 0.35 CHF 0.36 CHF 450'000 150'000 501'311 167'104 178'567 CHF 61'193 CHF 99.58% 99.58%
17.12.2024 3.08% 0.36 CHF 0.37 CHF 450'000 150'000 587'408 195'803 187'619 CHF 64'498 CHF 99.56% 99.56%
16.12.2024 2.79% 0.36 CHF 0.37 CHF 450'000 150'000 572'964 190'988 202'065 CHF 69'265 CHF 99.20% 99.20%
13.12.2024 2.62% 0.38 CHF 0.39 CHF 450'000 150'000 455'998 151'998 171'881 CHF 58'813 CHF 99.11% 99.11%
12.12.2024 2.84% 0.37 CHF 0.38 CHF 450'000 150'000 556'104 185'368 192'762 CHF 66'108 CHF 99.55% 99.55%
11.12.2024 2.95% 0.36 CHF 0.37 CHF 450'000 150'000 581'371 193'790 194'200 CHF 66'671 CHF 99.42% 99.42%
10.12.2024 3.12% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 189'688 CHF 65'229 CHF 99.34% 99.34%
09.12.2024 3.09% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 191'483 CHF 65'828 CHF 99.37% 99.37%
06.12.2024 2.97% 0.33 CHF 0.34 CHF 600'000 200'000 599'592 199'864 198'744 CHF 68'247 CHF 92.07% 92.07%

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