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% 20.05 CHF 20.07 CHF 42'000 42'000 19'011 19'011 386'628 CHF 387'009 CHF 99.30% 99.30%
19.11.2024 0.10% 20.34 CHF 20.36 CHF 42'000 42'000 19'105 19'105 382'624 CHF 383'006 CHF 99.56% 99.56%
18.11.2024 0.10% 20.45 CHF 20.47 CHF 42'000 42'000 18'864 18'864 387'436 CHF 387'814 CHF 99.25% 99.25%
15.11.2024 0.10% 20.67 CHF 20.69 CHF 42'000 42'000 17'786 17'786 378'997 CHF 379'356 CHF 98.27% 98.27%
14.11.2024 0.09% 22.08 CHF 22.10 CHF 40'000 40'000 17'298 17'298 387'980 CHF 388'327 CHF 98.79% 98.79%
13.11.2024 0.09% 22.01 CHF 22.03 CHF 40'000 40'000 18'517 18'517 399'744 CHF 400'115 CHF 99.30% 99.30%
12.11.2024 0.10% 20.93 CHF 20.95 CHF 41'000 41'000 18'765 18'765 394'703 CHF 395'079 CHF 99.48% 99.48%
11.11.2024 0.10% 21.00 CHF 21.02 CHF 41'000 41'000 18'647 18'647 395'670 CHF 396'043 CHF 99.42% 99.42%
08.11.2024 0.10% 21.21 CHF 21.23 CHF 41'000 41'000 18'781 18'781 398'881 CHF 399'258 CHF 99.65% 99.65%
07.11.2024 0.10% 21.48 CHF 21.50 CHF 41'000 41'000 18'728 18'728 396'293 CHF 396'668 CHF 98.90% 98.90%

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