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 1.51% 2.15 CHF 2.16 CHF 30'000 30'000 14'231 14'231 20'126 CHF 20'336 CHF 86.94% 86.94%
19.12.2024 1.69% 1.26 CHF 1.27 CHF 30'000 30'000 14'209 14'209 20'816 CHF 21'092 CHF 87.08% 87.08%
18.12.2024 0.84% 2.23 CHF 2.24 CHF 30'000 30'000 14'186 14'186 30'882 CHF 31'093 CHF 84.96% 84.96%
17.12.2024 0.64% 2.27 CHF 2.28 CHF 30'000 30'000 14'096 14'096 35'744 CHF 35'954 CHF 89.01% 89.01%
16.12.2024 0.83% 2.63 CHF 2.64 CHF 30'000 30'000 15'439 15'439 33'689 CHF 33'906 CHF 69.14% 69.14%
13.12.2024 1.01% 1.78 CHF 1.79 CHF 30'000 30'000 14'055 14'055 25'688 CHF 25'897 CHF 89.74% 89.74%
12.12.2024 0.98% 1.93 CHF 1.94 CHF 30'000 30'000 14'055 14'055 26'580 CHF 26'789 CHF 89.75% 89.75%
11.12.2024 1.47% 1.61 CHF 1.62 CHF 30'000 30'000 14'702 14'702 20'585 CHF 20'799 CHF 78.95% 78.95%
10.12.2024 0.93% 1.63 CHF 1.64 CHF 30'000 30'000 11'739 11'739 23'921 CHF 24'117 CHF 72.47% 72.47%
09.12.2024 0.81% 1.28 CHF 1.29 CHF 30'000 30'000 16'576 16'576 33'656 CHF 33'879 CHF 59.66% 59.66%

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