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
13.03.2025 1.29% 1.10 CHF 1.11 CHF 50'000 50'000 50'000 50'000 56'265 CHF 56'998 CHF 97.42% 97.42%
12.03.2025 1.20% 1.19 CHF 1.20 CHF 50'000 50'000 50'000 49'148 59'400 CHF 59'097 CHF 97.84% 97.84%
11.03.2025 1.26% 1.25 CHF 1.26 CHF 40'000 25'000 42'166 24'851 53'886 CHF 32'224 CHF 93.93% 93.93%
10.03.2025 1.16% 1.37 CHF 1.38 CHF 50'000 50'000 50'000 50'000 66'936 CHF 67'715 CHF 91.84% 91.84%
07.03.2025 1.22% 1.27 CHF 1.29 CHF 40'000 25'000 49'487 48'616 62'186 CHF 61'812 CHF 95.43% 95.43%
06.03.2025 1.24% 1.20 CHF 1.21 CHF 50'000 50'000 50'000 49'164 59'687 CHF 59'400 CHF 96.47% 96.47%
05.03.2025 1.19% 1.21 CHF 1.22 CHF 50'000 25'000 48'771 25'000 58'347 CHF 30'302 CHF 99.71% 99.71%
04.03.2025 1.01% 1.51 CHF 1.53 CHF 50'000 50'000 50'000 50'000 73'006 CHF 73'745 CHF 97.88% 97.88%
03.03.2025 1.40% 1.01 CHF 1.02 CHF 50'000 50'000 55'795 50'000 55'273 CHF 50'290 CHF 99.74% 99.74%
28.02.2025 1.49% 0.96 CHF 0.97 CHF 60'000 50'000 59'965 48'136 57'506 CHF 46'883 CHF 99.19% 99.19%

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