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 0.25% 24.67 CHF 24.70 CHF 18'000 18'000 8'717 8'717 207'599 CHF 208'025 CHF 98.96% 98.96%
22.11.2024 0.25% 23.60 CHF 23.63 CHF 19'000 19'000 8'863 8'863 204'465 CHF 204'880 CHF 95.08% 95.08%
20.11.2024 0.22% 24.61 CHF 24.64 CHF 18'000 18'000 8'145 8'145 207'442 CHF 207'827 CHF 98.89% 98.89%
19.11.2024 0.24% 24.91 CHF 24.94 CHF 18'000 18'000 8'259 8'259 206'091 CHF 206'478 CHF 95.08% 95.08%
18.11.2024 0.24% 24.45 CHF 24.48 CHF 18'000 18'000 8'386 8'386 197'006 CHF 197'382 CHF 99.47% 99.47%
15.11.2024 0.23% 22.23 CHF 22.26 CHF 20'000 20'000 8'962 8'962 194'333 CHF 194'701 CHF 97.89% 97.89%
14.11.2024 0.22% 21.20 CHF 21.23 CHF 20'000 20'000 9'022 9'022 199'879 CHF 200'248 CHF 93.75% 93.75%
13.11.2024 0.28% 24.72 CHF 24.74 CHF 18'000 18'000 8'492 8'492 207'694 CHF 208'119 CHF 83.85% 83.85%
12.11.2024 0.22% 23.62 CHF 23.64 CHF 19'000 19'000 9'811 9'811 244'057 CHF 244'455 CHF 67.17% 67.17%
11.11.2024 0.15% 24.76 CHF 24.78 CHF 18'000 18'000 9'198 9'198 221'284 CHF 221'554 CHF 79.08% 79.08%

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