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 0.35% 0.89 CHF 0.90 CHF 25'000 25'000 25'000 25'000 21'665 CHF 21'740 CHF 99.53% 99.53%
02.12.2024 0.45% 0.75 CHF 0.75 CHF 25'000 25'000 25'000 25'000 16'564 CHF 16'639 CHF 92.25% 92.25%
29.11.2024 5.50% 0.74 CHF 0.77 CHF 2'500 2'500 2'500 2'500 1'469 CHF 1'552 CHF 99.09% 99.09%
28.11.2024 5.08% 0.56 CHF 0.59 CHF 2'500 2'500 2'500 2'500 1'588 CHF 1'670 CHF 99.42% 99.42%
27.11.2024 0.63% 0.45 CHF 0.45 CHF 25'000 25'000 25'000 25'000 11'925 CHF 12'000 CHF 20.48% 20.48%
26.11.2024 0.50% 0.55 CHF 0.56 CHF 25'000 25'000 25'000 25'000 14'904 CHF 14'979 CHF 99.80% 99.80%
25.11.2024 0.44% 0.68 CHF 0.68 CHF 25'000 25'000 25'000 25'000 16'992 CHF 17'067 CHF 99.56% 99.56%
22.11.2024 0.53% 0.59 CHF 0.59 CHF 25'000 25'000 25'000 25'000 14'138 CHF 14'213 CHF 99.89% 99.89%
20.11.2024 0.70% 0.36 CHF 0.36 CHF 25'000 25'000 25'000 25'000 10'777 CHF 10'852 CHF 99.81% 99.81%
19.11.2024 7.44% 0.40 CHF 0.43 CHF 2'500 2'500 2'500 2'500 1'072 CHF 1'154 CHF 100.00% 100.00%

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