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% 9.76 CHF 9.77 CHF 120'000 120'000 47'497 47'497 462'600 CHF 463'076 CHF 100.00% 100.00%
02.12.2024 0.11% 9.80 CHF 9.81 CHF 120'000 120'000 46'986 46'986 457'101 CHF 457'572 CHF 100.00% 100.00%
29.11.2024 0.11% 9.69 CHF 9.70 CHF 120'000 120'000 45'906 45'906 441'433 CHF 441'893 CHF 99.95% 99.95%
28.11.2024 0.10% 9.58 CHF 9.59 CHF 36'000 36'000 29'394 29'394 281'718 CHF 282'012 CHF 98.70% 98.70%
27.11.2024 0.11% 9.17 CHF 9.18 CHF 130'000 130'000 50'646 50'646 471'243 CHF 471'751 CHF 99.88% 99.88%
26.11.2024 0.11% 9.58 CHF 9.59 CHF 120'000 120'000 47'498 47'498 456'662 CHF 457'138 CHF 99.52% 99.52%
25.11.2024 0.10% 9.64 CHF 9.65 CHF 120'000 120'000 47'237 47'237 465'638 CHF 466'113 CHF 99.87% 99.87%
22.11.2024 0.10% 10.22 CHF 10.23 CHF 120'000 120'000 47'014 47'014 486'902 CHF 487'373 CHF 99.95% 99.95%
20.11.2024 0.10% 10.32 CHF 10.33 CHF 120'000 120'000 46'060 46'060 478'250 CHF 478'712 CHF 99.88% 99.88%
19.11.2024 0.10% 10.16 CHF 10.17 CHF 120'000 120'000 47'622 47'622 477'720 CHF 478'197 CHF 97.53% 97.53%

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