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
23.12.2024 0.30% 797.59 CHF 799.99 CHF 2'500 2'500 2'500 2'500 1'991'540 CHF 1'997'440 CHF 100.00% 100.00%
20.12.2024 0.30% 791.74 CHF 794.12 CHF 2'500 2'500 2'500 2'499 1'964'720 CHF 1'969'670 CHF 100.00% 100.00%
19.12.2024 0.30% 792.50 CHF 794.88 CHF 2'500 2'500 2'500 2'500 1'989'380 CHF 1'995'370 CHF 99.82% 99.82%
18.12.2024 0.30% 809.46 CHF 811.89 CHF 2'500 2'500 2'500 2'500 2'028'100 CHF 2'034'180 CHF 96.60% 96.60%
17.12.2024 0.30% 830.71 CHF 833.21 CHF 2'500 2'500 2'500 2'500 2'070'470 CHF 2'076'680 CHF 98.48% 98.48%
16.12.2024 0.30% 827.96 CHF 830.45 CHF 2'500 2'500 2'500 2'500 2'065'730 CHF 2'071'930 CHF 100.00% 100.00%
13.12.2024 0.30% 827.19 CHF 829.67 CHF 2'500 2'500 2'500 2'500 2'072'790 CHF 2'078'980 CHF 100.00% 100.00%
12.12.2024 0.30% 829.26 CHF 831.75 CHF 2'500 2'500 2'500 2'500 2'072'760 CHF 2'078'800 CHF 100.00% 100.00%
11.12.2024 0.30% 827.16 CHF 829.65 CHF 2'500 2'500 2'500 2'500 2'065'750 CHF 2'072'070 CHF 100.00% 100.00%
10.12.2024 0.30% 825.84 CHF 828.32 CHF 2'500 2'500 2'500 2'500 2'070'470 CHF 2'076'780 CHF 98.28% 98.28%

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