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% 24.91 CHF 24.94 CHF 18'000 18'000 8'175 8'175 210'587 CHF 210'972 CHF 96.25% 96.25%
19.11.2024 0.23% 25.21 CHF 25.24 CHF 18'000 18'000 8'218 8'218 207'544 CHF 207'930 CHF 96.43% 96.43%
18.11.2024 0.23% 24.76 CHF 24.79 CHF 18'000 18'000 8'387 8'387 199'586 CHF 199'962 CHF 99.48% 99.48%
15.11.2024 0.22% 22.54 CHF 22.57 CHF 20'000 20'000 8'962 8'962 197'070 CHF 197'438 CHF 97.89% 97.89%
14.11.2024 0.21% 21.50 CHF 21.53 CHF 20'000 20'000 9'082 9'082 203'942 CHF 204'312 CHF 93.34% 93.34%
13.11.2024 0.28% 25.03 CHF 25.05 CHF 18'000 18'000 8'445 8'445 209'110 CHF 209'536 CHF 84.76% 84.76%
12.11.2024 0.22% 23.92 CHF 23.94 CHF 19'000 19'000 9'869 9'869 248'438 CHF 248'836 CHF 67.03% 67.03%
11.11.2024 0.15% 25.06 CHF 25.08 CHF 18'000 18'000 9'191 9'191 223'884 CHF 224'153 CHF 79.51% 79.51%
08.11.2024 0.17% 20.25 CHF 20.27 CHF 21'000 21'000 9'977 9'977 196'542 CHF 196'826 CHF 99.04% 99.04%
07.11.2024 0.18% 19.05 CHF 19.07 CHF 22'000 22'000 10'594 10'594 195'762 CHF 196'061 CHF 97.38% 97.38%

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