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 0.19% 26.90 CHF 26.95 CHF 55'700 55'700 56'671 56'672 1'489'170 CHF 1'492'010 CHF 100.00% 100.00%
19.11.2024 0.19% 25.95 CHF 26.00 CHF 56'800 56'800 57'679 57'679 1'510'150 CHF 1'513'040 CHF 98.78% 98.78%
18.11.2024 0.07% 25.60 CHF 25.65 CHF 57'800 57'800 59'831 59'831 1'498'830 CHF 1'499'880 CHF 100.00% 100.00%
15.11.2024 0.04% 24.22 CHF 24.23 CHF 60'100 60'100 60'368 60'368 1'452'830 CHF 1'453'440 CHF 98.65% 98.65%
14.11.2024 0.04% 24.18 CHF 24.19 CHF 60'400 60'400 58'368 58'368 1'376'510 CHF 1'377'090 CHF 99.79% 99.79%
13.11.2024 0.16% 25.25 CHF 25.26 CHF 58'100 58'100 57'656 57'656 1'467'250 CHF 1'469'610 CHF 100.00% 100.00%
12.11.2024 0.08% 25.12 CHF 25.13 CHF 57'600 57'600 56'542 56'542 1'423'970 CHF 1'425'070 CHF 100.00% 100.00%
11.11.2024 0.18% 25.65 CHF 25.70 CHF 56'400 56'400 52'509 52'509 1'426'760 CHF 1'429'380 CHF 100.00% 100.00%
08.11.2024 0.17% 28.55 CHF 28.60 CHF 52'000 52'000 51'912 51'912 1'487'810 CHF 1'490'410 CHF 100.00% 100.00%
07.11.2024 0.18% 28.95 CHF 29.00 CHF 51'900 51'900 53'491 53'491 1'504'340 CHF 1'507'020 CHF 99.90% 99.90%

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