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 0.06% 17.64 CHF 17.65 CHF 109'600 109'600 110'019 110'019 1'909'220 CHF 1'910'320 CHF 99.44% 99.44%
19.11.2024 0.06% 16.98 CHF 16.99 CHF 110'300 110'300 109'397 109'397 1'875'750 CHF 1'876'850 CHF 100.00% 100.00%
18.11.2024 0.06% 17.20 CHF 17.21 CHF 108'800 108'800 109'877 109'877 1'906'210 CHF 1'907'310 CHF 98.77% 98.77%
15.11.2024 0.06% 17.46 CHF 17.47 CHF 110'600 110'600 109'260 109'260 1'891'550 CHF 1'892'640 CHF 98.67% 98.67%
14.11.2024 0.06% 17.25 CHF 17.26 CHF 108'400 108'400 111'761 111'761 1'960'660 CHF 1'961'780 CHF 100.00% 100.00%
13.11.2024 0.06% 17.15 CHF 17.16 CHF 114'100 114'100 113'680 113'680 1'909'660 CHF 1'910'800 CHF 100.00% 100.00%
12.11.2024 0.06% 16.79 CHF 16.80 CHF 113'400 113'400 114'662 114'662 1'918'920 CHF 1'920'070 CHF 99.81% 99.81%
11.11.2024 0.06% 16.46 CHF 16.47 CHF 115'500 115'500 120'218 120'218 1'966'440 CHF 1'967'640 CHF 99.73% 99.73%
08.11.2024 0.06% 15.75 CHF 15.76 CHF 123'400 123'400 123'519 123'519 1'908'760 CHF 1'909'990 CHF 99.15% 99.15%
07.11.2024 0.06% 15.25 CHF 15.26 CHF 123'600 123'600 120'294 120'294 1'857'600 CHF 1'858'810 CHF 99.96% 99.96%

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