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 10.55% 0.09 CHF 0.10 CHF 750'000 250'000 738'565 246'188 66'314 CHF 24'567 CHF 99.50% 99.50%
18.12.2024 14.60% 0.06 CHF 0.07 CHF 750'000 250'000 766'356 255'452 48'873 CHF 18'845 CHF 99.56% 99.56%
17.12.2024 10.45% 0.07 CHF 0.08 CHF 750'000 250'000 633'078 211'026 57'719 CHF 21'350 CHF 99.26% 99.26%
16.12.2024 13.62% 0.07 CHF 0.08 CHF 750'000 250'000 771'564 257'188 52'746 CHF 20'154 CHF 99.48% 99.48%
13.12.2024 15.06% 0.07 CHF 0.08 CHF 900'000 300'000 882'231 294'077 54'233 CHF 21'018 CHF 98.78% 98.78%
12.12.2024 12.45% 0.06 CHF 0.07 CHF 900'000 300'000 776'063 258'688 58'864 CHF 22'208 CHF 99.57% 99.57%
11.12.2024 11.09% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 64'452 CHF 23'984 CHF 99.55% 99.55%
10.12.2024 10.01% 0.10 CHF 0.11 CHF 600'000 200'000 632'498 210'833 60'348 CHF 22'224 CHF 99.34% 99.34%
09.12.2024 9.93% 0.09 CHF 0.10 CHF 600'000 200'000 639'047 213'016 61'359 CHF 22'583 CHF 99.39% 99.39%
06.12.2024 11.71% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 60'372 CHF 22'624 CHF 92.23% 92.23%

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