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 0.99% 2.75 CHF 2.76 CHF 30'000 30'000 14'232 14'232 28'602 CHF 28'812 CHF 86.96% 86.96%
19.12.2024 1.05% 1.85 CHF 1.86 CHF 30'000 30'000 14'210 14'210 29'323 CHF 29'571 CHF 87.09% 87.09%
18.12.2024 0.66% 2.82 CHF 2.83 CHF 30'000 30'000 13'989 13'989 38'843 CHF 39'053 CHF 83.93% 84.97%
17.12.2024 0.53% 2.87 CHF 2.88 CHF 30'000 30'000 14'098 14'098 44'141 CHF 44'350 CHF 89.00% 89.00%
16.12.2024 0.64% 3.23 CHF 3.24 CHF 30'000 30'000 15'436 15'436 42'853 CHF 43'069 CHF 69.19% 69.19%
13.12.2024 0.76% 2.37 CHF 2.38 CHF 30'000 30'000 14'056 14'056 34'038 CHF 34'247 CHF 89.75% 89.75%
12.12.2024 0.74% 2.52 CHF 2.53 CHF 30'000 30'000 14'055 14'055 34'865 CHF 35'075 CHF 89.76% 89.76%
11.12.2024 0.98% 2.20 CHF 2.21 CHF 30'000 30'000 14'700 14'700 29'199 CHF 29'412 CHF 78.98% 78.98%
10.12.2024 0.72% 2.21 CHF 2.22 CHF 30'000 30'000 11'738 11'738 30'769 CHF 30'966 CHF 72.48% 72.48%
09.12.2024 0.63% 1.86 CHF 1.87 CHF 30'000 30'000 16'575 16'575 43'296 CHF 43'519 CHF 59.67% 59.67%

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