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 1.20% 9.06 CHF 9.13 CHF 43'800 43'800 17'377 17'377 156'599 CHF 158'158 CHF 100.00% 100.00%
02.12.2024 1.24% 9.13 CHF 9.20 CHF 44'100 44'100 17'338 17'338 155'034 CHF 156'584 CHF 100.00% 100.00%
29.11.2024 1.01% 8.96 CHF 9.02 CHF 46'800 46'800 17'937 17'937 157'278 CHF 158'614 CHF 99.95% 99.95%
28.11.2024 1.67% 8.63 CHF 8.70 CHF 14'100 14'100 11'515 11'515 99'036 CHF 100'533 CHF 98.70% 98.70%
27.11.2024 1.01% 7.55 CHF 7.60 CHF 48'900 48'900 19'079 19'079 151'158 CHF 152'434 CHF 99.89% 99.89%
26.11.2024 0.95% 8.60 CHF 8.65 CHF 46'000 46'000 18'225 18'225 158'513 CHF 159'734 CHF 99.52% 99.52%
25.11.2024 0.74% 8.84 CHF 8.89 CHF 40'000 40'000 15'782 15'782 149'697 CHF 150'620 CHF 99.95% 99.95%
22.11.2024 0.74% 10.46 CHF 10.51 CHF 36'000 36'000 14'122 14'122 154'887 CHF 155'834 CHF 100.00% 100.00%
20.11.2024 0.16% 11.05 CHF 11.08 CHF 35'700 35'700 13'742 13'742 154'864 CHF 155'132 CHF 99.76% 99.76%
19.11.2024 0.15% 10.74 CHF 10.75 CHF 40'600 40'600 16'149 16'149 166'853 CHF 167'055 CHF 97.53% 97.53%

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