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 0.58% 10.85 CHF 10.90 CHF 32'060 32'060 29'857 29'857 323'169 CHF 324'865 CHF 100.00% 100.00%
02.12.2024 0.58% 10.90 CHF 10.95 CHF 31'880 31'880 30'102 30'102 323'834 CHF 325'537 CHF 99.58% 99.58%
29.11.2024 0.59% 10.80 CHF 10.85 CHF 32'310 32'310 30'239 30'239 322'992 CHF 324'709 CHF 99.99% 99.99%
28.11.2024 1.05% 10.65 CHF 10.80 CHF 10'880 10'880 16'879 16'879 180'047 CHF 181'817 CHF 97.39% 97.39%
27.11.2024 0.60% 10.25 CHF 10.30 CHF 33'750 33'750 30'721 30'721 321'582 CHF 323'324 CHF 99.97% 99.97%
26.11.2024 0.59% 10.70 CHF 10.75 CHF 32'410 32'410 30'154 30'154 322'828 CHF 324'542 CHF 99.59% 99.59%
25.11.2024 0.56% 10.75 CHF 10.80 CHF 32'340 32'340 29'321 29'321 325'105 CHF 326'761 CHF 99.44% 99.44%
22.11.2024 0.55% 11.30 CHF 11.35 CHF 30'880 30'880 28'223 28'223 324'397 CHF 326'000 CHF 100.00% 100.00%
20.11.2024 0.54% 11.40 CHF 11.45 CHF 30'710 30'710 28'281 28'281 326'829 CHF 328'435 CHF 100.00% 100.00%
19.11.2024 0.57% 11.25 CHF 11.30 CHF 31'180 31'180 29'295 29'295 324'834 CHF 326'501 CHF 99.03% 99.03%

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