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
23.12.2024 2.63% 0.86 CHF 0.88 CHF 20'000 20'000 11'614 11'614 10'108 CHF 10'378 CHF 99.14% 99.14%
20.12.2024 4.00% 0.86 CHF 0.89 CHF 20'000 20'000 11'550 11'550 7'495 CHF 7'777 CHF 97.63% 97.63%
19.12.2024 5.91% 0.67 CHF 0.72 CHF 20'000 20'000 11'600 11'600 8'464 CHF 8'979 CHF 100.00% 100.00%
18.12.2024 3.12% 0.83 CHF 0.86 CHF 20'000 20'000 11'702 11'702 9'965 CHF 10'281 CHF 98.45% 98.45%
17.12.2024 2.79% 0.89 CHF 0.92 CHF 20'000 20'000 10'040 10'040 9'083 CHF 9'342 CHF 95.73% 95.73%
16.12.2024 2.73% 1.02 CHF 1.04 CHF 20'000 20'000 9'897 9'897 9'547 CHF 9'801 CHF 100.00% 100.00%
13.12.2024 2.57% 0.92 CHF 0.95 CHF 20'000 20'000 9'917 9'917 9'600 CHF 9'851 CHF 100.00% 100.00%
12.12.2024 2.64% 1.01 CHF 1.04 CHF 20'000 20'000 9'916 9'916 9'752 CHF 10'009 CHF 100.00% 100.00%
11.12.2024 2.87% 0.97 CHF 0.99 CHF 20'000 20'000 11'621 11'621 9'535 CHF 9'803 CHF 99.97% 99.97%
10.12.2024 2.83% 0.79 CHF 0.82 CHF 20'000 20'000 11'611 11'611 8'953 CHF 9'214 CHF 100.00% 100.00%

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