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 0.09% 24.11 CHF 24.12 CHF 32'000 32'000 17'672 17'672 432'140 CHF 432'492 CHF 99.77% 99.77%
19.11.2024 0.10% 24.30 CHF 24.31 CHF 32'000 32'000 17'755 17'755 426'413 CHF 426'767 CHF 100.00% 100.00%
18.11.2024 0.10% 24.06 CHF 24.07 CHF 32'000 32'000 17'887 17'887 427'265 CHF 427'621 CHF 99.90% 99.90%
15.11.2024 0.10% 23.60 CHF 23.61 CHF 33'000 33'000 17'836 17'836 429'221 CHF 429'576 CHF 99.24% 99.24%
14.11.2024 0.10% 24.36 CHF 24.37 CHF 32'000 32'000 17'190 17'190 426'424 CHF 426'774 CHF 99.87% 99.87%
13.11.2024 0.09% 24.89 CHF 24.90 CHF 32'000 32'000 17'577 17'577 440'675 CHF 441'026 CHF 100.00% 100.00%
12.11.2024 0.09% 24.93 CHF 24.94 CHF 32'000 32'000 17'501 17'501 437'170 CHF 437'521 CHF 99.90% 99.90%
11.11.2024 0.10% 24.86 CHF 24.87 CHF 32'000 32'000 17'562 17'562 434'336 CHF 434'689 CHF 99.17% 99.17%
08.11.2024 0.09% 24.51 CHF 24.52 CHF 32'000 32'000 17'663 17'663 435'235 CHF 435'586 CHF 99.10% 99.10%
07.11.2024 0.10% 24.53 CHF 24.54 CHF 32'000 32'000 17'669 17'669 431'103 CHF 431'456 CHF 99.53% 99.53%

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