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 0.05% 21.42 CHF 21.43 CHF 60'000 60'000 23'752 23'752 507'609 CHF 507'847 CHF 100.00% 100.00%
02.12.2024 0.05% 21.49 CHF 21.50 CHF 60'000 60'000 23'515 23'515 502'073 CHF 502'309 CHF 99.90% 99.90%
29.11.2024 0.05% 21.27 CHF 21.28 CHF 60'000 60'000 22'947 22'947 484'470 CHF 484'700 CHF 99.93% 99.93%
28.11.2024 0.06% 21.04 CHF 21.05 CHF 18'000 18'000 14'697 14'697 309'444 CHF 309'624 CHF 98.70% 98.70%
27.11.2024 0.05% 20.22 CHF 20.23 CHF 65'000 65'000 25'434 25'434 521'163 CHF 521'418 CHF 99.87% 99.87%
26.11.2024 0.05% 21.06 CHF 21.07 CHF 60'000 60'000 23'749 23'749 501'546 CHF 501'784 CHF 99.52% 99.52%
25.11.2024 0.05% 21.17 CHF 21.18 CHF 60'000 60'000 23'581 23'581 509'520 CHF 509'757 CHF 99.30% 99.30%
22.11.2024 0.04% 22.34 CHF 22.35 CHF 60'000 60'000 23'523 23'523 531'968 CHF 532'203 CHF 99.89% 99.89%
20.11.2024 0.04% 22.53 CHF 22.54 CHF 60'000 60'000 23'100 23'100 523'253 CHF 523'485 CHF 99.78% 99.78%
19.11.2024 0.05% 22.20 CHF 22.21 CHF 60'000 60'000 23'811 23'811 522'407 CHF 522'645 CHF 97.53% 97.53%

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