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 0.10% 9.95 CHF 9.96 CHF 120'000 120'000 47'505 47'505 471'723 CHF 472'199 CHF 100.00% 100.00%
02.12.2024 0.10% 9.99 CHF 10.00 CHF 120'000 120'000 46'986 46'986 466'026 CHF 466'497 CHF 100.00% 100.00%
29.11.2024 0.10% 9.88 CHF 9.89 CHF 120'000 120'000 45'911 45'911 450'136 CHF 450'596 CHF 99.95% 99.95%
28.11.2024 0.10% 9.77 CHF 9.78 CHF 36'000 36'000 29'395 29'395 287'291 CHF 287'585 CHF 98.70% 98.70%
27.11.2024 0.11% 9.36 CHF 9.37 CHF 130'000 130'000 50'645 50'645 480'804 CHF 481'311 CHF 99.88% 99.88%
26.11.2024 0.10% 9.77 CHF 9.78 CHF 120'000 120'000 47'497 47'497 465'630 CHF 466'106 CHF 99.52% 99.52%
25.11.2024 0.10% 9.83 CHF 9.84 CHF 120'000 120'000 47'238 47'238 474'623 CHF 475'098 CHF 99.87% 99.87%
22.11.2024 0.10% 10.41 CHF 10.42 CHF 120'000 120'000 47'022 47'022 495'968 CHF 496'439 CHF 99.96% 99.96%
20.11.2024 0.10% 10.51 CHF 10.52 CHF 120'000 120'000 46'051 46'051 486'881 CHF 487'343 CHF 99.87% 99.87%
19.11.2024 0.10% 10.35 CHF 10.36 CHF 120'000 120'000 47'622 47'622 486'670 CHF 487'147 CHF 97.53% 97.53%

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