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
30.12.2024 0.10% 44.96 CHF 44.98 CHF 26'000 26'000 14'194 14'194 641'649 CHF 642'175 CHF 99.64% 99.64%
27.12.2024 0.11% 46.61 CHF 46.63 CHF 26'000 26'000 13'316 13'316 639'495 CHF 640'052 CHF 100.00% 100.00%
23.12.2024 0.10% 46.36 CHF 46.38 CHF 26'000 26'000 13'909 13'909 638'390 CHF 638'904 CHF 99.98% 99.98%
20.12.2024 0.10% 47.32 CHF 47.34 CHF 26'000 26'000 14'243 14'243 641'860 CHF 642'388 CHF 99.59% 99.59%
19.12.2024 0.11% 46.84 CHF 46.86 CHF 26'000 26'000 13'448 13'448 652'438 CHF 653'021 CHF 99.18% 99.18%
18.12.2024 0.10% 52.00 CHF 52.02 CHF 24'000 24'000 12'846 12'846 657'278 CHF 657'829 CHF 99.72% 99.72%
17.12.2024 0.10% 52.34 CHF 52.36 CHF 24'000 24'000 12'659 12'659 657'664 CHF 658'201 CHF 99.67% 99.67%
16.12.2024 0.09% 49.05 CHF 49.07 CHF 25'000 25'000 13'449 13'449 635'396 CHF 635'886 CHF 100.00% 100.00%
13.12.2024 0.10% 44.69 CHF 44.71 CHF 27'000 27'000 14'316 14'316 640'654 CHF 641'185 CHF 100.00% 100.00%
12.12.2024 0.10% 44.91 CHF 44.93 CHF 27'000 27'000 14'467 14'467 646'545 CHF 647'078 CHF 99.91% 99.91%

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