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 0.07% 28.12 CHF 28.14 CHF 42'000 42'000 19'008 19'008 539'839 CHF 540'220 CHF 99.28% 99.28%
19.11.2024 0.07% 28.37 CHF 28.39 CHF 42'000 42'000 19'108 19'108 536'257 CHF 536'640 CHF 99.51% 99.51%
18.11.2024 0.07% 28.51 CHF 28.53 CHF 42'000 42'000 18'847 18'847 539'237 CHF 539'614 CHF 99.18% 99.18%
15.11.2024 0.07% 28.75 CHF 28.77 CHF 42'000 42'000 17'750 17'750 521'722 CHF 522'080 CHF 98.06% 98.06%
14.11.2024 0.07% 30.16 CHF 30.18 CHF 40'000 40'000 17'279 17'279 527'226 CHF 527'573 CHF 98.69% 98.69%
13.11.2024 0.07% 30.05 CHF 30.07 CHF 40'000 40'000 18'518 18'518 548'475 CHF 548'846 CHF 99.32% 99.32%
12.11.2024 0.07% 28.95 CHF 28.97 CHF 41'000 41'000 18'732 18'732 544'178 CHF 544'554 CHF 99.31% 99.31%
11.11.2024 0.07% 29.00 CHF 29.02 CHF 41'000 41'000 18'627 18'627 544'200 CHF 544'573 CHF 99.29% 99.29%
08.11.2024 0.07% 29.14 CHF 29.16 CHF 41'000 41'000 18'782 18'782 547'776 CHF 548'152 CHF 99.62% 99.62%
07.11.2024 0.07% 29.41 CHF 29.43 CHF 41'000 41'000 18'729 18'729 544'981 CHF 545'356 CHF 98.76% 98.76%

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