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 3.98% 1.57 CHF 1.63 CHF 40'000 20'000 40'000 20'000 61'077 CHF 31'778 CHF 100.00% 100.00%
20.12.2024 3.71% 1.54 CHF 1.60 CHF 40'000 20'000 40'000 20'000 57'058 CHF 29'605 CHF 98.78% 98.78%
19.12.2024 4.65% 1.37 CHF 1.43 CHF 40'000 20'000 39'890 19'963 57'254 CHF 30'015 CHF 98.44% 98.44%
18.12.2024 4.27% 1.70 CHF 1.78 CHF 30'000 10'000 30'122 10'000 57'643 CHF 19'981 CHF 100.00% 100.00%
17.12.2024 4.00% 2.10 CHF 2.19 CHF 30'000 10'000 30'000 10'000 66'208 CHF 22'969 CHF 99.39% 99.39%
16.12.2024 4.08% 2.29 CHF 2.38 CHF 30'000 10'000 30'000 10'000 67'066 CHF 23'285 CHF 99.38% 99.38%
13.12.2024 3.90% 2.33 CHF 2.42 CHF 30'000 10'000 28'643 10'000 69'590 CHF 25'308 CHF 100.00% 100.00%
12.12.2024 5.28% 2.44 CHF 2.58 CHF 30'000 7'500 20'153 7'277 54'105 CHF 20'559 CHF 97.51% 97.51%
11.12.2024 4.20% 3.20 CHF 3.36 CHF 20'000 7'500 20'000 7'500 70'661 CHF 27'633 CHF 99.33% 99.33%
10.12.2024 4.36% 3.68 CHF 3.83 CHF 20'000 7'500 20'000 7'500 71'271 CHF 27'917 CHF 99.38% 99.38%

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