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 0.60% 10.45 CHF 10.50 CHF 32'140 32'140 29'871 29'871 310'967 CHF 312'664 CHF 100.00% 100.00%
02.12.2024 0.60% 10.50 CHF 10.55 CHF 31'950 31'950 30'096 30'096 311'177 CHF 312'880 CHF 99.57% 99.57%
29.11.2024 0.61% 10.40 CHF 10.45 CHF 32'280 32'280 30'219 30'219 309'994 CHF 311'711 CHF 99.98% 99.98%
28.11.2024 1.10% 10.20 CHF 10.35 CHF 10'876 10'876 16'879 16'879 173'102 CHF 174'872 CHF 97.34% 97.34%
27.11.2024 0.55% 9.87 CHF 9.88 CHF 33'760 33'760 30'729 30'729 308'957 CHF 310'443 CHF 99.96% 99.96%
26.11.2024 0.61% 10.25 CHF 10.30 CHF 32'490 32'490 30'169 30'169 310'414 CHF 312'129 CHF 99.57% 99.57%
25.11.2024 0.58% 10.35 CHF 10.40 CHF 32'400 32'400 29'321 29'321 312'857 CHF 314'513 CHF 99.42% 99.42%
22.11.2024 0.57% 10.90 CHF 10.95 CHF 30'830 30'830 28'224 28'224 312'553 CHF 314'156 CHF 100.00% 100.00%
20.11.2024 0.56% 11.00 CHF 11.05 CHF 30'660 30'660 28'283 28'283 315'011 CHF 316'616 CHF 100.00% 100.00%
19.11.2024 0.59% 10.85 CHF 10.90 CHF 31'180 31'180 29'292 29'292 312'659 CHF 314'325 CHF 99.02% 99.02%

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