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 0.15% 10.09 CHF 10.10 CHF 82'000 82'000 40'053 40'053 409'411 CHF 409'964 CHF 99.89% 99.89%
19.11.2024 0.15% 10.13 CHF 10.14 CHF 82'000 82'000 40'111 40'111 407'368 CHF 407'922 CHF 99.99% 99.99%
18.11.2024 0.15% 10.33 CHF 10.34 CHF 81'000 81'000 39'437 39'437 400'654 CHF 401'206 CHF 99.66% 99.66%
15.11.2024 0.15% 9.96 CHF 9.97 CHF 83'000 83'000 40'285 40'285 406'676 CHF 407'232 CHF 99.98% 99.98%
14.11.2024 0.15% 10.31 CHF 10.32 CHF 81'000 81'000 38'549 38'549 401'083 CHF 401'612 CHF 99.95% 99.95%
13.11.2024 0.15% 10.48 CHF 10.49 CHF 80'000 80'000 38'781 38'781 409'963 CHF 410'499 CHF 100.00% 100.00%
12.11.2024 0.14% 10.66 CHF 10.67 CHF 79'000 79'000 37'760 37'760 407'783 CHF 408'303 CHF 99.99% 99.99%
11.11.2024 0.14% 10.89 CHF 10.90 CHF 77'000 77'000 37'181 37'181 405'468 CHF 405'979 CHF 100.00% 100.00%
08.11.2024 0.14% 11.03 CHF 11.04 CHF 77'000 77'000 36'576 36'576 403'393 CHF 403'895 CHF 99.74% 99.74%
07.11.2024 0.14% 10.91 CHF 10.92 CHF 77'000 77'000 38'173 38'173 413'532 CHF 414'062 CHF 99.95% 99.95%

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