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% 20.31 CHF 20.32 CHF 60'000 60'000 23'749 23'749 481'173 CHF 481'411 CHF 100.00% 100.00%
02.12.2024 0.05% 20.38 CHF 20.39 CHF 60'000 60'000 23'513 23'513 475'914 CHF 476'150 CHF 99.91% 99.91%
29.11.2024 0.05% 20.17 CHF 20.18 CHF 60'000 60'000 22'950 22'950 459'253 CHF 459'483 CHF 99.94% 99.94%
28.11.2024 0.06% 19.93 CHF 19.94 CHF 18'000 18'000 14'697 14'697 293'171 CHF 293'352 CHF 98.70% 98.70%
27.11.2024 0.05% 19.11 CHF 19.12 CHF 65'000 65'000 25'433 25'433 493'100 CHF 493'355 CHF 99.87% 99.87%
26.11.2024 0.05% 19.95 CHF 19.96 CHF 60'000 60'000 23'749 23'749 475'228 CHF 475'466 CHF 99.52% 99.52%
25.11.2024 0.05% 20.06 CHF 20.07 CHF 60'000 60'000 23'583 23'583 483'405 CHF 483'642 CHF 99.31% 99.31%
22.11.2024 0.05% 21.22 CHF 21.23 CHF 60'000 60'000 23'523 23'523 505'728 CHF 505'964 CHF 99.89% 99.89%
20.11.2024 0.05% 21.42 CHF 21.43 CHF 60'000 60'000 23'099 23'099 497'690 CHF 497'921 CHF 99.78% 99.78%
19.11.2024 0.05% 21.10 CHF 21.11 CHF 60'000 60'000 23'811 23'811 496'186 CHF 496'424 CHF 97.53% 97.53%

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