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 0.21% 26.05 CHF 26.08 CHF 18'000 18'000 8'145 8'145 219'166 CHF 219'550 CHF 98.89% 98.89%
19.11.2024 0.22% 26.34 CHF 26.37 CHF 18'000 18'000 8'226 8'226 217'047 CHF 217'434 CHF 96.40% 96.40%
18.11.2024 0.22% 25.89 CHF 25.92 CHF 18'000 18'000 8'387 8'387 209'105 CHF 209'481 CHF 99.47% 99.47%
15.11.2024 0.21% 23.68 CHF 23.71 CHF 20'000 20'000 8'962 8'962 207'264 CHF 207'633 CHF 97.89% 97.89%
14.11.2024 0.20% 22.64 CHF 22.67 CHF 20'000 20'000 9'075 9'075 214'127 CHF 214'497 CHF 93.67% 93.67%
13.11.2024 0.27% 26.16 CHF 26.18 CHF 18'000 18'000 8'449 8'449 218'771 CHF 219'197 CHF 84.69% 84.69%
12.11.2024 0.21% 25.05 CHF 25.07 CHF 19'000 19'000 9'764 9'764 256'800 CHF 257'198 CHF 67.10% 67.10%
11.11.2024 0.14% 26.19 CHF 26.21 CHF 18'000 18'000 9'124 9'124 232'542 CHF 232'811 CHF 80.75% 80.75%
08.11.2024 0.16% 21.36 CHF 21.38 CHF 21'000 21'000 9'977 9'977 207'668 CHF 207'952 CHF 99.04% 99.04%
07.11.2024 0.17% 20.17 CHF 20.19 CHF 22'000 22'000 10'601 10'601 207'709 CHF 208'008 CHF 98.05% 98.05%

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