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 0.13% 9.85 CHF 9.86 CHF 32'070 32'070 29'857 29'857 292'856 CHF 293'196 CHF 100.00% 100.00%
02.12.2024 0.13% 9.88 CHF 9.89 CHF 31'920 31'920 30'088 30'088 292'989 CHF 293'330 CHF 99.58% 99.58%
29.11.2024 0.13% 9.78 CHF 9.79 CHF 32'290 32'290 30'232 30'232 292'238 CHF 292'581 CHF 99.97% 99.97%
28.11.2024 0.23% 9.65 CHF 9.68 CHF 10'880 10'880 16'441 16'441 158'849 CHF 159'194 CHF 97.37% 97.37%
27.11.2024 0.13% 9.25 CHF 9.26 CHF 33'760 33'760 30'736 30'736 290'588 CHF 290'937 CHF 99.97% 99.97%
26.11.2024 0.13% 9.67 CHF 9.68 CHF 32'500 32'500 30'153 30'153 292'184 CHF 292'527 CHF 99.58% 99.58%
25.11.2024 0.53% 9.72 CHF 9.73 CHF 32'400 32'400 29'325 29'325 294'660 CHF 296'036 CHF 99.43% 99.43%
22.11.2024 0.60% 10.30 CHF 10.35 CHF 30'880 30'880 28'220 28'220 294'864 CHF 296'467 CHF 100.00% 100.00%
20.11.2024 0.60% 10.40 CHF 10.45 CHF 30'610 30'610 28'275 28'275 297'430 CHF 299'035 CHF 100.00% 100.00%
19.11.2024 0.57% 10.25 CHF 10.30 CHF 31'210 31'210 29'296 29'296 294'690 CHF 296'208 CHF 99.03% 99.03%

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