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% 20.08 CHF 20.09 CHF 32'000 32'000 17'672 17'672 360'931 CHF 361'283 CHF 99.77% 99.77%
19.11.2024 0.12% 20.29 CHF 20.30 CHF 32'000 32'000 17'754 17'754 355'081 CHF 355'435 CHF 100.00% 100.00%
18.11.2024 0.12% 20.03 CHF 20.04 CHF 32'000 32'000 17'887 17'887 355'126 CHF 355'482 CHF 99.90% 99.90%
15.11.2024 0.12% 19.56 CHF 19.57 CHF 33'000 33'000 17'756 17'756 355'557 CHF 355'910 CHF 99.61% 99.61%
14.11.2024 0.11% 20.32 CHF 20.33 CHF 32'000 32'000 17'187 17'187 356'861 CHF 357'211 CHF 99.87% 99.87%
13.11.2024 0.11% 20.87 CHF 20.88 CHF 32'000 32'000 17'576 17'576 370'062 CHF 370'413 CHF 100.00% 100.00%
12.11.2024 0.11% 20.92 CHF 20.93 CHF 32'000 32'000 17'501 17'501 366'974 CHF 367'325 CHF 99.90% 99.90%
11.11.2024 0.11% 20.86 CHF 20.87 CHF 32'000 32'000 17'562 17'562 364'111 CHF 364'463 CHF 99.17% 99.17%
08.11.2024 0.11% 20.54 CHF 20.55 CHF 32'000 32'000 17'599 17'599 363'877 CHF 364'228 CHF 98.51% 98.51%
07.11.2024 0.11% 20.57 CHF 20.58 CHF 32'000 32'000 17'661 17'661 360'779 CHF 361'132 CHF 99.35% 99.35%

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