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% 21.03 CHF 21.05 CHF 42'000 42'000 19'013 19'013 405'298 CHF 405'680 CHF 99.30% 99.30%
19.11.2024 0.10% 21.32 CHF 21.34 CHF 42'000 42'000 19'098 19'098 401'129 CHF 401'511 CHF 99.58% 99.58%
18.11.2024 0.09% 21.42 CHF 21.44 CHF 42'000 42'000 18'863 18'863 405'910 CHF 406'288 CHF 99.25% 99.25%
15.11.2024 0.09% 21.65 CHF 21.67 CHF 42'000 42'000 17'771 17'771 396'131 CHF 396'489 CHF 98.24% 98.24%
14.11.2024 0.09% 23.06 CHF 23.08 CHF 40'000 40'000 17'290 17'290 404'759 CHF 405'106 CHF 98.75% 98.75%
13.11.2024 0.09% 22.99 CHF 23.01 CHF 40'000 40'000 18'516 18'516 417'775 CHF 418'146 CHF 99.30% 99.30%
12.11.2024 0.09% 21.90 CHF 21.92 CHF 41'000 41'000 18'728 18'728 412'184 CHF 412'560 CHF 99.29% 99.29%
11.11.2024 0.09% 21.98 CHF 22.00 CHF 41'000 41'000 18'623 18'623 413'289 CHF 413'662 CHF 99.30% 99.30%
08.11.2024 0.09% 22.17 CHF 22.19 CHF 41'000 41'000 18'783 18'783 417'027 CHF 417'403 CHF 99.68% 99.68%
07.11.2024 0.09% 22.45 CHF 22.47 CHF 41'000 41'000 18'737 18'737 414'552 CHF 414'928 CHF 98.80% 98.80%

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