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 0.22% 25.43 CHF 25.46 CHF 18'000 18'000 8'145 8'145 214'179 CHF 214'564 CHF 98.90% 98.90%
19.11.2024 0.23% 25.73 CHF 25.76 CHF 18'000 18'000 8'218 8'218 211'819 CHF 212'205 CHF 96.43% 96.43%
18.11.2024 0.23% 25.28 CHF 25.31 CHF 18'000 18'000 8'386 8'386 203'949 CHF 204'325 CHF 99.48% 99.48%
15.11.2024 0.22% 23.06 CHF 23.09 CHF 20'000 20'000 8'962 8'962 201'757 CHF 202'125 CHF 97.90% 97.90%
14.11.2024 0.21% 22.02 CHF 22.05 CHF 20'000 20'000 9'073 9'073 208'488 CHF 208'858 CHF 93.81% 93.81%
13.11.2024 0.27% 25.55 CHF 25.57 CHF 18'000 18'000 8'453 8'453 213'702 CHF 214'128 CHF 84.68% 84.68%
12.11.2024 0.21% 24.44 CHF 24.46 CHF 19'000 19'000 9'783 9'783 251'336 CHF 251'734 CHF 66.66% 66.66%
11.11.2024 0.15% 25.58 CHF 25.60 CHF 18'000 18'000 9'130 9'130 227'154 CHF 227'423 CHF 80.05% 80.05%
08.11.2024 0.17% 20.76 CHF 20.78 CHF 21'000 21'000 9'977 9'977 201'662 CHF 201'947 CHF 99.04% 99.04%
07.11.2024 0.18% 19.57 CHF 19.59 CHF 22'000 22'000 10'637 10'637 202'030 CHF 202'330 CHF 96.49% 96.49%

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