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 0.57% 4.02 CHF 4.03 CHF 30'000 30'000 14'232 14'232 46'712 CHF 46'922 CHF 86.96% 86.96%
19.12.2024 0.65% 3.13 CHF 3.14 CHF 30'000 30'000 14'210 14'210 47'452 CHF 47'700 CHF 87.09% 87.09%
18.12.2024 0.45% 4.09 CHF 4.10 CHF 30'000 30'000 14'185 14'185 57'336 CHF 57'547 CHF 84.97% 84.97%
17.12.2024 0.38% 4.14 CHF 4.15 CHF 30'000 30'000 14'098 14'098 62'101 CHF 62'311 CHF 89.00% 89.00%
16.12.2024 0.43% 4.49 CHF 4.50 CHF 30'000 30'000 15'436 15'436 62'452 CHF 62'669 CHF 69.18% 69.18%
13.12.2024 0.49% 3.64 CHF 3.65 CHF 30'000 30'000 14'055 14'055 51'875 CHF 52'084 CHF 89.75% 89.75%
12.12.2024 0.48% 3.79 CHF 3.80 CHF 30'000 30'000 14'055 14'055 52'594 CHF 52'803 CHF 89.75% 89.75%
11.12.2024 0.57% 3.45 CHF 3.46 CHF 30'000 30'000 14'700 14'700 47'645 CHF 47'858 CHF 78.97% 78.97%
10.12.2024 0.48% 3.46 CHF 3.47 CHF 30'000 30'000 11'784 11'784 45'631 CHF 45'827 CHF 71.63% 71.63%
09.12.2024 0.42% 3.11 CHF 3.12 CHF 30'000 30'000 16'582 16'582 63'982 CHF 64'206 CHF 59.62% 59.62%

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