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% 24.25 CHF 24.28 CHF 18'000 18'000 8'145 8'145 204'584 CHF 204'968 CHF 98.90% 98.90%
19.11.2024 0.24% 24.56 CHF 24.59 CHF 18'000 18'000 8'259 8'259 203'199 CHF 203'585 CHF 95.08% 95.08%
18.11.2024 0.24% 24.10 CHF 24.13 CHF 18'000 18'000 8'387 8'387 194'071 CHF 194'447 CHF 99.48% 99.48%
15.11.2024 0.23% 21.88 CHF 21.91 CHF 20'000 20'000 8'962 8'962 191'176 CHF 191'544 CHF 97.90% 97.90%
14.11.2024 0.22% 20.84 CHF 20.87 CHF 20'000 20'000 9'037 9'037 197'014 CHF 197'384 CHF 93.12% 93.12%
13.11.2024 0.29% 24.37 CHF 24.39 CHF 18'000 18'000 8'451 8'451 203'676 CHF 204'103 CHF 83.89% 83.89%
12.11.2024 0.22% 23.27 CHF 23.29 CHF 19'000 19'000 9'804 9'804 240'445 CHF 240'843 CHF 67.30% 67.30%
11.11.2024 0.15% 24.41 CHF 24.43 CHF 18'000 18'000 9'200 9'200 218'135 CHF 218'404 CHF 78.95% 78.95%
08.11.2024 0.18% 19.60 CHF 19.62 CHF 21'000 21'000 9'978 9'978 190'120 CHF 190'404 CHF 99.04% 99.04%
07.11.2024 0.19% 18.41 CHF 18.43 CHF 22'000 22'000 10'633 10'633 189'618 CHF 189'918 CHF 96.57% 96.57%

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