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
20.11.2024 0.31% 63.10 CHF 63.30 CHF 1'400 1'400 1'394 1'394 89'586 CHF 89'865 CHF 99.44% 99.44%
19.11.2024 0.32% 63.00 CHF 63.20 CHF 1'300 1'300 1'295 1'295 80'963 CHF 81'222 CHF 100.00% 100.00%
18.11.2024 0.32% 64.90 CHF 65.10 CHF 1'400 1'400 1'394 1'394 86'935 CHF 87'214 CHF 99.88% 99.88%
15.11.2024 0.33% 60.70 CHF 60.90 CHF 1'400 1'400 1'394 1'394 85'179 CHF 85'458 CHF 100.00% 100.00%
14.11.2024 0.33% 62.70 CHF 62.90 CHF 1'400 1'400 1'394 1'394 85'153 CHF 85'432 CHF 98.50% 98.50%
13.11.2024 0.34% 57.90 CHF 58.10 CHF 1'500 1'500 1'432 1'432 84'793 CHF 85'080 CHF 99.90% 99.90%
12.11.2024 0.31% 60.50 CHF 60.70 CHF 1'300 1'300 1'295 1'295 82'811 CHF 83'070 CHF 99.88% 99.88%
11.11.2024 0.30% 68.60 CHF 68.80 CHF 1'300 1'300 1'295 1'295 87'207 CHF 87'465 CHF 100.00% 100.00%
08.11.2024 0.30% 65.60 CHF 65.80 CHF 1'300 1'300 1'295 1'295 85'714 CHF 85'973 CHF 99.05% 99.05%
07.11.2024 0.30% 66.70 CHF 66.90 CHF 1'300 1'300 1'295 1'295 86'607 CHF 86'866 CHF 100.00% 100.00%

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