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 0.10% 23.63 CHF 23.64 CHF 32'000 32'000 17'664 17'664 423'397 CHF 423'749 CHF 99.72% 99.72%
19.11.2024 0.10% 23.82 CHF 23.83 CHF 32'000 32'000 17'753 17'753 417'803 CHF 418'158 CHF 99.80% 99.80%
18.11.2024 0.10% 23.58 CHF 23.59 CHF 32'000 32'000 17'879 17'879 418'422 CHF 418'778 CHF 99.85% 99.85%
15.11.2024 0.10% 23.11 CHF 23.12 CHF 33'000 33'000 17'896 17'896 421'940 CHF 422'296 CHF 98.68% 98.68%
14.11.2024 0.10% 23.87 CHF 23.88 CHF 32'000 32'000 17'252 17'252 419'532 CHF 419'882 CHF 98.50% 98.50%
13.11.2024 0.09% 24.41 CHF 24.42 CHF 32'000 32'000 17'571 17'571 432'030 CHF 432'381 CHF 99.96% 99.96%
12.11.2024 0.10% 24.45 CHF 24.46 CHF 32'000 32'000 17'501 17'501 428'715 CHF 429'066 CHF 99.90% 99.90%
11.11.2024 0.10% 24.38 CHF 24.39 CHF 32'000 32'000 17'562 17'562 425'874 CHF 426'226 CHF 99.17% 99.17%
08.11.2024 0.10% 24.03 CHF 24.04 CHF 32'000 32'000 17'599 17'599 425'257 CHF 425'610 CHF 96.96% 96.96%
07.11.2024 0.10% 24.06 CHF 24.07 CHF 32'000 32'000 17'744 17'744 424'472 CHF 424'825 CHF 97.95% 97.95%

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