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
30.12.2024 0.67% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 446'710 CHF 149'903 CHF 85.42% 85.42%
27.12.2024 0.64% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 463'756 CHF 155'585 CHF 97.97% 97.97%
23.12.2024 0.63% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 475'493 CHF 159'498 CHF 98.13% 98.13%
20.12.2024 0.60% 1.60 CHF 1.61 CHF 300'000 100'000 300'000 100'000 496'482 CHF 166'494 CHF 99.44% 99.44%
19.12.2024 0.63% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 474'033 CHF 159'011 CHF 99.12% 99.12%
18.12.2024 0.64% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 468'102 CHF 157'034 CHF 99.40% 99.40%
17.12.2024 0.64% 1.58 CHF 1.59 CHF 300'000 100'000 300'000 100'000 470'841 CHF 157'947 CHF 99.01% 99.01%
16.12.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 465'090 CHF 156'030 CHF 99.41% 99.41%
13.12.2024 0.65% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 458'373 CHF 153'791 CHF 99.15% 99.15%
12.12.2024 0.63% 1.59 CHF 1.60 CHF 300'000 100'000 300'000 100'000 474'409 CHF 159'136 CHF 99.36% 99.36%

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