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% 19.10 CHF 19.12 CHF 42'000 42'000 19'014 19'014 368'601 CHF 368'983 CHF 99.30% 99.30%
19.11.2024 0.11% 19.39 CHF 19.41 CHF 42'000 42'000 19'105 19'105 364'495 CHF 364'878 CHF 99.58% 99.58%
18.11.2024 0.10% 19.49 CHF 19.51 CHF 42'000 42'000 18'886 18'886 369'919 CHF 370'298 CHF 99.35% 99.35%
15.11.2024 0.10% 19.71 CHF 19.73 CHF 42'000 42'000 17'778 17'778 361'878 CHF 362'236 CHF 98.26% 98.26%
14.11.2024 0.09% 21.13 CHF 21.15 CHF 40'000 40'000 17'298 17'298 371'470 CHF 371'817 CHF 98.79% 98.79%
13.11.2024 0.10% 21.06 CHF 21.08 CHF 40'000 40'000 18'528 18'528 382'417 CHF 382'788 CHF 99.35% 99.35%
12.11.2024 0.10% 19.98 CHF 20.00 CHF 41'000 41'000 18'727 18'727 376'203 CHF 376'578 CHF 99.28% 99.28%
11.11.2024 0.10% 20.06 CHF 20.08 CHF 41'000 41'000 18'631 18'631 377'754 CHF 378'128 CHF 99.35% 99.35%
08.11.2024 0.10% 20.27 CHF 20.29 CHF 41'000 41'000 18'787 18'787 381'419 CHF 381'795 CHF 99.69% 99.69%
07.11.2024 0.10% 20.55 CHF 20.57 CHF 41'000 41'000 18'742 18'742 379'051 CHF 379'427 CHF 98.83% 98.83%

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