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
20.12.2024 1.41% 2.23 CHF 2.24 CHF 30'000 30'000 14'232 14'232 21'247 CHF 21'457 CHF 86.96% 86.96%
19.12.2024 1.39% 1.33 CHF 1.34 CHF 30'000 30'000 14'210 14'210 21'958 CHF 22'206 CHF 87.09% 87.09%
18.12.2024 0.81% 2.30 CHF 2.31 CHF 30'000 30'000 14'185 14'185 31'995 CHF 32'206 CHF 84.97% 84.97%
17.12.2024 0.62% 2.35 CHF 2.36 CHF 30'000 30'000 14'098 14'098 36'862 CHF 37'072 CHF 89.00% 89.00%
16.12.2024 0.80% 2.71 CHF 2.72 CHF 30'000 30'000 15'436 15'436 34'893 CHF 35'110 CHF 69.18% 69.18%
13.12.2024 0.97% 1.86 CHF 1.87 CHF 30'000 30'000 14'055 14'055 26'782 CHF 26'991 CHF 89.75% 89.75%
12.12.2024 0.94% 2.01 CHF 2.02 CHF 30'000 30'000 14'055 14'055 27'671 CHF 27'881 CHF 89.75% 89.75%
11.12.2024 1.38% 1.69 CHF 1.70 CHF 30'000 30'000 14'700 14'700 21'718 CHF 21'931 CHF 78.98% 78.98%
10.12.2024 0.89% 1.70 CHF 1.71 CHF 30'000 30'000 11'738 11'738 24'818 CHF 25'015 CHF 72.48% 72.48%
09.12.2024 0.78% 1.36 CHF 1.37 CHF 30'000 30'000 16'575 16'575 34'909 CHF 35'132 CHF 59.67% 59.67%

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