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 0.48% 10.50 CHF 10.55 CHF 18'000 18'000 17'831 17'831 187'257 CHF 188'150 CHF 100.00% 100.00%
19.11.2024 0.48% 10.50 CHF 10.55 CHF 18'000 18'000 17'828 17'828 186'114 CHF 187'006 CHF 98.86% 98.86%
18.11.2024 0.49% 10.25 CHF 10.30 CHF 18'000 18'000 18'082 18'082 185'082 CHF 185'987 CHF 100.00% 100.00%
15.11.2024 0.49% 10.15 CHF 10.20 CHF 18'500 18'500 18'500 18'500 189'115 CHF 190'040 CHF 72.08% 72.08%
14.11.2024 0.48% 10.50 CHF 10.55 CHF 18'000 18'000 17'831 17'831 185'779 CHF 186'672 CHF 100.00% 100.00%
13.11.2024 0.49% 10.35 CHF 10.40 CHF 18'000 18'000 17'831 17'831 185'101 CHF 185'994 CHF 99.26% 99.26%
12.11.2024 0.47% 10.65 CHF 10.70 CHF 18'000 18'000 17'470 17'470 186'922 CHF 187'796 CHF 100.00% 100.00%
11.11.2024 0.46% 10.85 CHF 10.90 CHF 17'500 17'500 17'336 17'336 188'867 CHF 189'735 CHF 100.00% 100.00%
08.11.2024 0.47% 10.65 CHF 10.70 CHF 18'000 18'000 17'721 17'721 189'649 CHF 190'536 CHF 100.00% 100.00%
07.11.2024 0.47% 10.70 CHF 10.75 CHF 18'000 18'000 17'715 17'715 190'500 CHF 191'387 CHF 100.00% 100.00%

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