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 0.56% 11.20 CHF 11.25 CHF 32'150 32'150 29'870 29'870 333'376 CHF 335'072 CHF 100.00% 100.00%
02.12.2024 0.56% 11.25 CHF 11.30 CHF 31'960 31'960 30'094 30'094 333'782 CHF 335'484 CHF 99.58% 99.58%
29.11.2024 0.57% 11.10 CHF 11.15 CHF 32'280 32'280 30'215 30'215 332'545 CHF 334'262 CHF 99.99% 99.99%
28.11.2024 1.02% 10.95 CHF 11.10 CHF 10'876 10'876 16'879 16'879 185'743 CHF 187'512 CHF 97.38% 97.38%
27.11.2024 0.58% 10.60 CHF 10.65 CHF 33'760 33'760 30'733 30'733 331'870 CHF 333'613 CHF 99.97% 99.97%
26.11.2024 0.57% 11.05 CHF 11.10 CHF 32'490 32'490 30'169 30'169 333'054 CHF 334'769 CHF 99.58% 99.58%
25.11.2024 0.55% 11.10 CHF 11.15 CHF 32'340 32'340 29'319 29'319 334'938 CHF 336'595 CHF 99.44% 99.44%
22.11.2024 0.53% 11.65 CHF 11.70 CHF 30'840 30'840 28'225 28'225 333'854 CHF 335'457 CHF 100.00% 100.00%
20.11.2024 0.53% 11.75 CHF 11.80 CHF 30'660 30'660 28'281 28'281 336'170 CHF 337'775 CHF 100.00% 100.00%
19.11.2024 0.55% 11.60 CHF 11.65 CHF 31'180 31'180 29'291 29'291 334'531 CHF 336'197 CHF 99.03% 99.03%

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