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 0.08% 24.86 CHF 24.88 CHF 42'000 42'000 19'001 19'001 477'836 CHF 478'217 CHF 99.25% 99.25%
19.11.2024 0.08% 25.13 CHF 25.15 CHF 42'000 42'000 19'107 19'107 474'254 CHF 474'636 CHF 99.55% 99.55%
18.11.2024 0.08% 25.25 CHF 25.27 CHF 42'000 42'000 18'854 18'854 478'021 CHF 478'399 CHF 99.20% 99.20%
15.11.2024 0.08% 25.48 CHF 25.50 CHF 42'000 42'000 17'766 17'766 464'233 CHF 464'591 CHF 98.10% 98.10%
14.11.2024 0.07% 26.90 CHF 26.92 CHF 40'000 40'000 17'290 17'290 471'174 CHF 471'520 CHF 98.74% 98.74%
13.11.2024 0.08% 26.81 CHF 26.83 CHF 40'000 40'000 18'511 18'511 488'285 CHF 488'656 CHF 99.27% 99.27%
12.11.2024 0.08% 25.71 CHF 25.73 CHF 41'000 41'000 18'765 18'765 484'452 CHF 484'828 CHF 99.49% 99.49%
11.11.2024 0.08% 25.78 CHF 25.80 CHF 41'000 41'000 18'617 18'617 483'827 CHF 484'200 CHF 99.26% 99.26%
08.11.2024 0.08% 25.94 CHF 25.96 CHF 41'000 41'000 18'775 18'775 487'538 CHF 487'914 CHF 99.63% 99.63%
07.11.2024 0.08% 26.21 CHF 26.23 CHF 41'000 41'000 18'720 18'720 484'775 CHF 485'150 CHF 98.79% 98.79%

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