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 0.11% 21.66 CHF 21.67 CHF 32'000 32'000 17'672 17'672 388'854 CHF 389'206 CHF 99.77% 99.77%
19.11.2024 0.11% 21.87 CHF 21.88 CHF 32'000 32'000 17'754 17'754 383'080 CHF 383'434 CHF 100.00% 100.00%
18.11.2024 0.11% 21.61 CHF 21.62 CHF 32'000 32'000 17'887 17'887 383'408 CHF 383'764 CHF 99.90% 99.90%
15.11.2024 0.11% 21.15 CHF 21.16 CHF 33'000 33'000 17'830 17'830 385'258 CHF 385'613 CHF 99.28% 99.28%
14.11.2024 0.11% 21.90 CHF 21.91 CHF 32'000 32'000 17'191 17'191 384'239 CHF 384'589 CHF 99.82% 99.82%
13.11.2024 0.10% 22.45 CHF 22.46 CHF 32'000 32'000 17'577 17'577 397'775 CHF 398'126 CHF 100.00% 100.00%
12.11.2024 0.10% 22.50 CHF 22.51 CHF 32'000 32'000 17'501 17'501 394'520 CHF 394'871 CHF 99.90% 99.90%
11.11.2024 0.11% 22.43 CHF 22.44 CHF 32'000 32'000 17'562 17'562 391'673 CHF 392'025 CHF 99.17% 99.17%
08.11.2024 0.10% 22.10 CHF 22.11 CHF 32'000 32'000 17'663 17'663 392'689 CHF 393'040 CHF 99.10% 99.10%
07.11.2024 0.11% 22.13 CHF 22.14 CHF 32'000 32'000 17'673 17'673 388'541 CHF 388'894 CHF 99.47% 99.47%

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