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 0.14% 16.60 CHF 16.61 CHF 32'000 32'000 17'663 17'663 299'338 CHF 299'690 CHF 99.72% 99.72%
19.11.2024 0.14% 16.83 CHF 16.84 CHF 32'000 32'000 17'755 17'755 293'573 CHF 293'928 CHF 99.80% 99.80%
18.11.2024 0.14% 16.56 CHF 16.57 CHF 32'000 32'000 17'877 17'877 292'687 CHF 293'043 CHF 99.84% 99.84%
15.11.2024 0.14% 16.08 CHF 16.09 CHF 33'000 33'000 17'896 17'896 295'987 CHF 296'343 CHF 98.74% 98.74%
14.11.2024 0.14% 16.84 CHF 16.85 CHF 32'000 32'000 17'229 17'229 297'699 CHF 298'049 CHF 98.97% 98.97%
13.11.2024 0.13% 17.41 CHF 17.42 CHF 32'000 32'000 17'566 17'566 309'057 CHF 309'409 CHF 99.92% 99.92%
12.11.2024 0.13% 17.47 CHF 17.48 CHF 32'000 32'000 17'501 17'501 306'536 CHF 306'886 CHF 99.90% 99.90%
11.11.2024 0.14% 17.41 CHF 17.42 CHF 32'000 32'000 17'563 17'563 303'610 CHF 303'963 CHF 99.17% 99.17%
08.11.2024 0.14% 17.12 CHF 17.13 CHF 32'000 32'000 17'618 17'618 304'102 CHF 304'455 CHF 98.06% 98.06%
07.11.2024 0.14% 17.16 CHF 17.17 CHF 32'000 32'000 17'731 17'731 301'560 CHF 301'913 CHF 98.11% 98.11%

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