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 0.23% 24.50 CHF 24.53 CHF 18'000 18'000 8'145 8'145 206'588 CHF 206'972 CHF 98.89% 98.89%
19.11.2024 0.24% 24.80 CHF 24.83 CHF 18'000 18'000 8'263 8'263 205'302 CHF 205'690 CHF 96.77% 96.77%
18.11.2024 0.24% 24.35 CHF 24.38 CHF 18'000 18'000 8'387 8'387 196'147 CHF 196'523 CHF 99.47% 99.47%
15.11.2024 0.23% 22.13 CHF 22.16 CHF 20'000 20'000 8'962 8'962 193'388 CHF 193'756 CHF 97.90% 97.90%
14.11.2024 0.22% 21.09 CHF 21.12 CHF 20'000 20'000 9'081 9'081 200'211 CHF 200'581 CHF 93.35% 93.35%
13.11.2024 0.28% 24.62 CHF 24.64 CHF 18'000 18'000 8'433 8'433 205'407 CHF 205'833 CHF 85.48% 85.48%
12.11.2024 0.22% 23.51 CHF 23.53 CHF 19'000 19'000 9'767 9'767 241'849 CHF 242'248 CHF 67.17% 67.17%
11.11.2024 0.15% 24.66 CHF 24.68 CHF 18'000 18'000 9'162 9'162 219'427 CHF 219'696 CHF 81.37% 81.37%
08.11.2024 0.18% 19.84 CHF 19.86 CHF 21'000 21'000 9'977 9'977 192'514 CHF 192'799 CHF 99.04% 99.04%
07.11.2024 0.19% 18.65 CHF 18.67 CHF 22'000 22'000 10'663 10'663 192'742 CHF 193'042 CHF 96.75% 96.75%

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