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
03.12.2024 0.03% 45.54 CHF 45.55 CHF 30'000 30'000 11'861 11'861 538'923 CHF 539'073 CHF 99.91% 99.91%
02.12.2024 0.03% 45.69 CHF 45.70 CHF 30'000 30'000 11'768 11'768 534'329 CHF 534'477 CHF 99.77% 99.77%
29.11.2024 0.03% 45.22 CHF 45.23 CHF 30'000 30'000 11'464 11'464 514'888 CHF 515'034 CHF 99.83% 99.83%
28.11.2024 0.04% 44.77 CHF 44.78 CHF 9'000 9'000 7'349 7'349 329'197 CHF 329'319 CHF 98.70% 98.70%
27.11.2024 0.04% 43.12 CHF 43.13 CHF 33'000 33'000 13'015 13'015 568'368 CHF 568'534 CHF 99.80% 99.80%
26.11.2024 0.03% 44.82 CHF 44.83 CHF 30'000 30'000 11'922 11'922 535'730 CHF 535'881 CHF 99.05% 99.05%
25.11.2024 0.04% 45.04 CHF 45.05 CHF 30'000 30'000 11'715 11'715 537'913 CHF 538'084 CHF 98.67% 98.67%
22.11.2024 0.04% 47.39 CHF 47.40 CHF 30'000 30'000 11'779 11'779 564'739 CHF 564'910 CHF 99.75% 99.75%
20.11.2024 0.04% 47.75 CHF 47.76 CHF 30'000 30'000 11'818 11'818 567'311 CHF 567'482 CHF 99.60% 99.60%
19.11.2024 0.04% 47.09 CHF 47.10 CHF 30'000 30'000 11'899 11'899 553'976 CHF 554'135 CHF 97.50% 97.50%

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