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 0.90% 1.11 CHF 1.12 CHF 600'000 200'000 600'000 200'000 664'152 CHF 223'384 CHF 96.26% 96.26%
18.12.2024 0.91% 1.10 CHF 1.11 CHF 600'000 200'000 600'000 200'000 659'151 CHF 221'717 CHF 95.29% 95.29%
17.12.2024 0.91% 1.10 CHF 1.11 CHF 600'000 200'000 600'000 200'000 659'117 CHF 221'706 CHF 97.41% 97.41%
16.12.2024 0.90% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 663'603 CHF 223'201 CHF 98.82% 98.82%
13.12.2024 1.01% 1.01 CHF 1.02 CHF 600'000 200'000 600'000 200'000 593'619 CHF 199'873 CHF 98.64% 98.64%
12.12.2024 0.94% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 638'196 CHF 214'732 CHF 98.51% 98.51%
11.12.2024 0.94% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 633'503 CHF 213'168 CHF 95.70% 95.70%
10.12.2024 0.96% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 622'873 CHF 209'624 CHF 97.58% 97.58%
09.12.2024 0.93% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 644'958 CHF 216'986 CHF 97.99% 97.99%
06.12.2024 0.87% 1.14 CHF 1.15 CHF 600'000 200'000 600'000 200'000 686'682 CHF 230'894 CHF 98.61% 98.61%

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