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 0.12% 8.87 CHF 8.88 CHF 120'000 120'000 47'505 47'505 420'348 CHF 420'824 CHF 100.00% 100.00%
02.12.2024 0.12% 8.90 CHF 8.91 CHF 120'000 120'000 46'987 46'987 415'136 CHF 415'607 CHF 100.00% 100.00%
29.11.2024 0.12% 8.81 CHF 8.82 CHF 120'000 120'000 45'911 45'911 400'738 CHF 401'198 CHF 99.95% 99.95%
28.11.2024 0.11% 8.69 CHF 8.70 CHF 36'000 36'000 29'397 29'397 255'592 CHF 255'886 CHF 98.70% 98.70%
27.11.2024 0.12% 8.28 CHF 8.29 CHF 130'000 130'000 50'656 50'656 426'320 CHF 426'828 CHF 99.88% 99.88%
26.11.2024 0.12% 8.69 CHF 8.70 CHF 120'000 120'000 47'498 47'498 414'246 CHF 414'722 CHF 99.52% 99.52%
25.11.2024 0.11% 8.75 CHF 8.76 CHF 120'000 120'000 47'236 47'236 423'458 CHF 423'933 CHF 99.87% 99.87%
22.11.2024 0.11% 9.32 CHF 9.33 CHF 120'000 120'000 47'014 47'014 444'742 CHF 445'213 CHF 99.95% 99.95%
20.11.2024 0.11% 9.43 CHF 9.44 CHF 120'000 120'000 46'049 46'049 437'181 CHF 437'643 CHF 99.86% 99.86%
19.11.2024 0.11% 9.28 CHF 9.29 CHF 120'000 120'000 47'622 47'622 435'488 CHF 435'965 CHF 97.53% 97.53%

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