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 1.17% 2.49 CHF 2.50 CHF 30'000 30'000 14'232 14'232 24'887 CHF 25'097 CHF 86.96% 86.96%
19.12.2024 1.20% 1.59 CHF 1.60 CHF 30'000 30'000 14'210 14'210 25'607 CHF 25'855 CHF 87.09% 87.09%
18.12.2024 0.72% 2.56 CHF 2.57 CHF 30'000 30'000 14'185 14'185 35'615 CHF 35'826 CHF 84.97% 84.97%
17.12.2024 0.57% 2.60 CHF 2.61 CHF 30'000 30'000 14'098 14'098 40'456 CHF 40'666 CHF 89.00% 89.00%
16.12.2024 0.71% 2.96 CHF 2.97 CHF 30'000 30'000 15'435 15'435 38'829 CHF 39'046 CHF 69.20% 69.20%
13.12.2024 0.85% 2.11 CHF 2.12 CHF 30'000 30'000 14'056 14'056 30'379 CHF 30'588 CHF 89.75% 89.75%
12.12.2024 0.83% 2.27 CHF 2.28 CHF 30'000 30'000 14'055 14'055 31'231 CHF 31'440 CHF 89.76% 89.76%
11.12.2024 1.15% 1.94 CHF 1.95 CHF 30'000 30'000 14'699 14'699 25'417 CHF 25'630 CHF 78.98% 78.98%
10.12.2024 0.80% 1.95 CHF 1.96 CHF 30'000 30'000 11'738 11'738 27'765 CHF 27'961 CHF 72.48% 72.48%
09.12.2024 0.69% 1.61 CHF 1.62 CHF 30'000 30'000 16'575 16'575 39'053 CHF 39'277 CHF 59.67% 59.67%

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