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 15.48% 0.07 CHF 0.08 CHF 750'000 250'000 843'451 281'150 50'365 CHF 19'600 CHF 99.28% 99.28%
18.12.2024 13.45% 0.07 CHF 0.08 CHF 750'000 250'000 750'270 250'090 52'095 CHF 19'866 CHF 99.57% 99.57%
17.12.2024 17.18% 0.07 CHF 0.08 CHF 750'000 250'000 868'886 289'629 46'642 CHF 18'444 CHF 99.27% 99.27%
16.12.2024 13.87% 0.07 CHF 0.08 CHF 750'000 250'000 739'525 246'508 49'969 CHF 19'121 CHF 99.07% 99.07%
13.12.2024 10.96% 0.09 CHF 0.10 CHF 600'000 200'000 616'659 205'553 53'231 CHF 19'799 CHF 99.03% 99.03%
12.12.2024 12.48% 0.09 CHF 0.10 CHF 600'000 200'000 719'471 239'824 54'197 CHF 20'464 CHF 99.59% 99.59%
11.12.2024 14.70% 0.08 CHF 0.09 CHF 750'000 250'000 750'096 250'032 47'765 CHF 18'422 CHF 99.39% 99.39%
10.12.2024 16.02% 0.06 CHF 0.07 CHF 900'000 300'000 806'821 271'961 46'386 CHF 18'319 CHF 99.34% 99.34%
09.12.2024 15.72% 0.06 CHF 0.07 CHF 750'000 250'000 827'994 276'526 48'652 CHF 19'005 CHF 99.49% 99.49%
06.12.2024 13.40% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 52'318 CHF 19'939 CHF 92.24% 92.24%

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