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% 16.13 CHF 16.14 CHF 32'000 32'000 17'663 17'663 291'177 CHF 291'529 CHF 99.72% 99.72%
19.11.2024 0.15% 16.37 CHF 16.38 CHF 32'000 32'000 17'752 17'752 285'320 CHF 285'674 CHF 99.80% 99.80%
18.11.2024 0.15% 16.09 CHF 16.10 CHF 32'000 32'000 17'879 17'879 284'419 CHF 284'775 CHF 99.86% 99.86%
15.11.2024 0.14% 15.61 CHF 15.62 CHF 33'000 33'000 17'862 17'862 287'147 CHF 287'503 CHF 98.63% 98.63%
14.11.2024 0.14% 16.37 CHF 16.38 CHF 32'000 32'000 17'247 17'247 289'990 CHF 290'340 CHF 98.64% 98.64%
13.11.2024 0.14% 16.95 CHF 16.96 CHF 32'000 32'000 17'564 17'564 300'943 CHF 301'295 CHF 99.91% 99.91%
12.11.2024 0.14% 17.01 CHF 17.02 CHF 32'000 32'000 17'501 17'501 298'480 CHF 298'831 CHF 99.90% 99.90%
11.11.2024 0.14% 16.95 CHF 16.96 CHF 32'000 32'000 17'562 17'562 295'562 CHF 295'915 CHF 99.17% 99.17%
08.11.2024 0.14% 16.66 CHF 16.67 CHF 32'000 32'000 17'577 17'577 295'384 CHF 295'735 CHF 98.38% 98.38%
07.11.2024 0.14% 16.71 CHF 16.72 CHF 32'000 32'000 17'696 17'696 292'871 CHF 293'223 CHF 98.95% 98.95%

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