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
22.01.2025 7.07% 0.13 CHF 0.14 CHF 100'000 100'000 248'715 99'923 34'311 CHF 14'649 CHF 98.98% 98.98%
21.01.2025 6.67% 0.15 CHF 0.16 CHF 300'000 100'000 286'229 95'366 41'541 CHF 14'794 CHF 77.35% 77.35%
20.01.2025 5.95% 0.18 CHF 0.19 CHF 225'000 75'000 228'627 76'164 37'302 CHF 13'189 CHF 99.36% 99.36%
17.01.2025 5.58% 0.16 CHF 0.17 CHF 225'000 75'000 238'595 79'532 41'531 CHF 14'639 CHF 99.37% 99.37%
16.01.2025 7.25% 0.14 CHF 0.15 CHF 300'000 100'000 300'000 100'000 39'927 CHF 14'309 CHF 99.22% 99.22%
15.01.2025 8.77% 0.12 CHF 0.13 CHF 300'000 100'000 300'000 100'000 32'846 CHF 11'949 CHF 99.06% 99.06%
13.01.2025 8.34% 0.08 CHF 0.09 CHF 450'000 150'000 321'226 107'075 37'461 CHF 13'558 CHF 96.10% 96.10%
10.01.2025 6.60% 0.14 CHF 0.15 CHF 300'000 100'000 300'000 99'998 43'996 CHF 15'665 CHF 99.25% 99.25%
09.01.2025 6.25% 0.14 CHF 0.15 CHF 300'000 100'000 282'319 94'127 43'738 CHF 15'524 CHF 98.97% 98.97%
08.01.2025 7.73% 0.13 CHF 0.14 CHF 300'000 100'000 300'000 100'000 37'395 CHF 13'465 CHF 99.37% 99.37%

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