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% 21.11 CHF 21.12 CHF 60'000 60'000 23'750 23'750 500'243 CHF 500'481 CHF 99.99% 99.99%
02.12.2024 0.05% 21.19 CHF 21.20 CHF 60'000 60'000 23'522 23'522 494'996 CHF 495'232 CHF 99.87% 99.87%
29.11.2024 0.05% 20.96 CHF 20.97 CHF 60'000 60'000 22'949 22'949 477'507 CHF 477'737 CHF 99.94% 99.94%
28.11.2024 0.06% 20.73 CHF 20.74 CHF 18'000 18'000 14'740 14'740 305'856 CHF 306'037 CHF 100.00% 100.00%
27.11.2024 0.05% 19.91 CHF 19.92 CHF 65'000 65'000 25'434 25'434 513'399 CHF 513'654 CHF 99.87% 99.87%
26.11.2024 0.05% 20.76 CHF 20.77 CHF 60'000 60'000 23'749 23'749 494'264 CHF 494'502 CHF 99.52% 99.52%
25.11.2024 0.05% 20.86 CHF 20.87 CHF 60'000 60'000 23'580 23'580 502'260 CHF 502'497 CHF 99.29% 99.29%
22.11.2024 0.05% 22.03 CHF 22.04 CHF 60'000 60'000 23'523 23'523 524'708 CHF 524'944 CHF 99.89% 99.89%
20.11.2024 0.05% 22.23 CHF 22.24 CHF 60'000 60'000 23'101 23'101 516'215 CHF 516'446 CHF 99.79% 99.79%
19.11.2024 0.05% 21.90 CHF 21.91 CHF 60'000 60'000 23'811 23'811 515'130 CHF 515'369 CHF 97.53% 97.53%

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