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
25.11.2024 0.24% 25.80 CHF 25.83 CHF 18'000 18'000 8'719 8'719 217'447 CHF 217'872 CHF 98.92% 98.92%
22.11.2024 0.23% 24.73 CHF 24.76 CHF 19'000 19'000 8'960 8'960 216'841 CHF 217'259 CHF 92.72% 92.72%
20.11.2024 0.22% 25.73 CHF 25.76 CHF 18'000 18'000 8'144 8'144 216'555 CHF 216'939 CHF 98.90% 98.90%
19.11.2024 0.22% 26.02 CHF 26.05 CHF 18'000 18'000 8'312 8'312 216'677 CHF 217'065 CHF 95.85% 95.85%
18.11.2024 0.23% 25.57 CHF 25.60 CHF 18'000 18'000 8'387 8'387 206'424 CHF 206'800 CHF 99.48% 99.48%
15.11.2024 0.22% 23.36 CHF 23.39 CHF 20'000 20'000 8'962 8'962 204'400 CHF 204'769 CHF 97.90% 97.90%
14.11.2024 0.21% 22.32 CHF 22.35 CHF 20'000 20'000 9'076 9'076 211'230 CHF 211'601 CHF 93.59% 93.59%
13.11.2024 0.27% 25.84 CHF 25.86 CHF 18'000 18'000 8'467 8'467 216'617 CHF 217'043 CHF 85.31% 85.31%
12.11.2024 0.21% 24.73 CHF 24.75 CHF 19'000 19'000 9'857 9'857 256'134 CHF 256'531 CHF 67.08% 67.08%
11.11.2024 0.14% 25.87 CHF 25.89 CHF 18'000 18'000 9'196 9'196 231'452 CHF 231'722 CHF 79.09% 79.09%

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