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
20.11.2024 0.06% 31.73 CHF 31.75 CHF 42'000 42'000 19'035 19'035 609'254 CHF 609'636 CHF 99.78% 99.78%
19.11.2024 0.06% 31.96 CHF 31.98 CHF 42'000 42'000 19'154 19'154 606'376 CHF 606'760 CHF 100.00% 100.00%
18.11.2024 0.06% 32.12 CHF 32.14 CHF 42'000 42'000 18'989 18'989 611'866 CHF 612'247 CHF 99.79% 99.79%
15.11.2024 0.06% 32.36 CHF 32.38 CHF 42'000 42'000 18'027 18'027 594'847 CHF 595'210 CHF 99.38% 99.38%
14.11.2024 0.06% 33.77 CHF 33.79 CHF 40'000 40'000 17'555 17'555 599'088 CHF 599'440 CHF 99.92% 99.92%
13.11.2024 0.06% 33.65 CHF 33.67 CHF 40'000 40'000 18'655 18'655 619'604 CHF 619'978 CHF 99.93% 99.93%
12.11.2024 0.06% 32.54 CHF 32.56 CHF 41'000 41'000 18'815 18'815 614'112 CHF 614'489 CHF 99.95% 99.95%
11.11.2024 0.06% 32.59 CHF 32.61 CHF 41'000 41'000 18'773 18'773 615'667 CHF 616'043 CHF 100.00% 100.00%
08.11.2024 0.06% 32.70 CHF 32.72 CHF 41'000 41'000 18'820 18'820 615'670 CHF 616'047 CHF 99.96% 99.96%
07.11.2024 0.06% 32.96 CHF 32.98 CHF 41'000 41'000 18'775 18'775 613'040 CHF 613'416 CHF 99.31% 99.31%

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