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 2.69% 0.21 CHF 0.33 CHF 30'000 30'000 18'371 18'371 6'915 CHF 7'099 CHF 27.78% 98.38%
18.12.2024 0.82% 1.24 CHF 1.25 CHF 30'000 30'000 18'749 18'749 23'030 CHF 23'217 CHF 86.70% 86.70%
17.12.2024 0.82% 1.18 CHF 1.19 CHF 30'000 30'000 18'250 18'250 21'904 CHF 22'086 CHF 100.00% 100.00%
16.12.2024 0.66% 1.49 CHF 1.50 CHF 30'000 30'000 18'250 18'250 27'456 CHF 27'638 CHF 99.99% 99.99%
13.12.2024 0.62% 1.54 CHF 1.55 CHF 30'000 30'000 18'250 18'250 29'361 CHF 29'543 CHF 100.00% 100.00%
12.12.2024 0.59% 1.76 CHF 1.77 CHF 30'000 30'000 18'169 18'169 31'432 CHF 31'614 CHF 100.00% 100.00%
11.12.2024 0.55% 1.84 CHF 1.85 CHF 30'000 30'000 18'099 18'099 33'628 CHF 33'810 CHF 99.15% 99.15%
10.12.2024 0.51% 2.03 CHF 2.04 CHF 30'000 30'000 18'250 18'250 35'828 CHF 36'011 CHF 100.00% 100.00%
09.12.2024 0.45% 2.10 CHF 2.11 CHF 30'000 30'000 18'250 18'250 40'150 CHF 40'333 CHF 100.00% 100.00%
06.12.2024 0.43% 2.30 CHF 2.31 CHF 30'000 30'000 18'264 18'264 42'804 CHF 42'987 CHF 99.58% 99.58%

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