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 0.15% 14.79 CHF 14.80 CHF 32'000 32'000 17'672 17'672 267'647 CHF 267'999 CHF 99.77% 99.77%
19.11.2024 0.16% 15.03 CHF 15.04 CHF 32'000 32'000 17'754 17'754 261'656 CHF 262'010 CHF 100.00% 100.00%
18.11.2024 0.16% 14.75 CHF 14.76 CHF 32'000 32'000 17'886 17'886 260'546 CHF 260'901 CHF 99.90% 99.90%
15.11.2024 0.16% 14.27 CHF 14.28 CHF 33'000 33'000 17'836 17'836 262'751 CHF 263'106 CHF 99.24% 99.24%
14.11.2024 0.15% 15.03 CHF 15.04 CHF 32'000 32'000 17'188 17'188 265'931 CHF 266'281 CHF 99.87% 99.87%
13.11.2024 0.15% 15.61 CHF 15.62 CHF 32'000 32'000 17'577 17'577 277'687 CHF 278'038 CHF 100.00% 100.00%
12.11.2024 0.15% 15.67 CHF 15.68 CHF 32'000 32'000 17'501 17'501 275'143 CHF 275'494 CHF 99.90% 99.90%
11.11.2024 0.15% 15.62 CHF 15.63 CHF 32'000 32'000 17'563 17'563 272'218 CHF 272'570 CHF 99.17% 99.17%
08.11.2024 0.15% 15.34 CHF 15.35 CHF 32'000 32'000 17'630 17'630 273'030 CHF 273'382 CHF 98.72% 98.72%
07.11.2024 0.15% 15.39 CHF 15.40 CHF 32'000 32'000 17'673 17'673 269'151 CHF 269'504 CHF 99.47% 99.47%

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