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 0.46% 13.80 CHF 13.85 CHF 7'200 7'200 6'701 6'701 91'378 CHF 91'759 CHF 100.00% 100.00%
02.12.2024 0.47% 13.90 CHF 13.95 CHF 7'210 7'210 6'794 6'794 90'254 CHF 90'638 CHF 99.56% 99.56%
29.11.2024 0.48% 13.65 CHF 13.70 CHF 7'740 7'740 7'247 7'247 95'549 CHF 95'960 CHF 99.98% 99.98%
28.11.2024 0.86% 13.05 CHF 13.20 CHF 2'606 2'606 3'942 3'942 51'544 CHF 51'958 CHF 97.33% 97.33%
27.11.2024 0.51% 11.40 CHF 11.45 CHF 7'810 7'810 7'107 7'107 87'081 CHF 87'484 CHF 99.95% 99.95%
26.11.2024 0.48% 13.00 CHF 13.05 CHF 7'650 7'650 7'104 7'104 93'490 CHF 93'894 CHF 99.54% 99.54%
25.11.2024 0.45% 13.35 CHF 13.40 CHF 6'610 6'610 5'989 5'989 89'799 CHF 90'156 CHF 99.42% 99.42%
22.11.2024 0.40% 16.00 CHF 16.05 CHF 5'670 5'670 5'183 5'183 88'534 CHF 88'846 CHF 100.00% 100.00%
20.11.2024 0.39% 16.95 CHF 17.00 CHF 5'590 5'590 5'148 5'148 91'339 CHF 91'649 CHF 100.00% 100.00%
19.11.2024 0.45% 16.45 CHF 16.50 CHF 6'470 6'470 6'080 6'080 94'930 CHF 95'296 CHF 100.00% 100.00%

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