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 4.17% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 105'815 CHF 36'772 CHF 99.46% 99.46%
18.12.2024 5.07% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 86'564 CHF 30'355 CHF 99.58% 99.58%
17.12.2024 4.05% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 109'957 CHF 38'152 CHF 99.55% 99.55%
16.12.2024 4.89% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 90'030 CHF 31'510 CHF 99.16% 99.16%
13.12.2024 5.54% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 79'261 CHF 27'920 CHF 99.03% 99.03%
12.12.2024 4.65% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 95'242 CHF 33'247 CHF 99.54% 99.54%
11.12.2024 4.40% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 100'408 CHF 34'969 CHF 99.42% 99.42%
10.12.2024 3.99% 0.25 CHF 0.26 CHF 450'000 150'000 449'932 149'977 110'934 CHF 38'478 CHF 99.31% 99.31%
09.12.2024 4.01% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 110'273 CHF 38'258 CHF 99.40% 99.40%
06.12.2024 4.54% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 96'936 CHF 33'812 CHF 92.29% 92.29%

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