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 0.18% 12.42 CHF 12.43 CHF 38'000 38'000 15'894 15'894 200'030 CHF 200'308 CHF 99.77% 99.77%
19.11.2024 0.18% 12.42 CHF 12.43 CHF 38'000 38'000 15'838 15'838 194'821 CHF 195'090 CHF 99.65% 99.65%
18.11.2024 0.17% 12.72 CHF 12.73 CHF 37'000 37'000 13'800 13'800 178'520 CHF 178'752 CHF 97.49% 97.49%
15.11.2024 0.19% 13.21 CHF 13.22 CHF 36'000 36'000 16'703 16'703 212'269 CHF 212'577 CHF 96.33% 96.33%
14.11.2024 0.19% 11.95 CHF 11.96 CHF 39'000 39'000 16'310 16'310 201'778 CHF 202'074 CHF 99.90% 99.90%
13.11.2024 0.23% 12.83 CHF 12.84 CHF 36'000 36'000 10'091 10'091 126'531 CHF 126'756 CHF 99.70% 99.70%
12.11.2024 0.15% 11.94 CHF 11.95 CHF 39'000 39'000 16'421 16'421 196'541 CHF 196'786 CHF 99.86% 99.86%
11.11.2024 0.15% 12.53 CHF 12.54 CHF 37'000 37'000 17'040 17'040 208'616 CHF 208'878 CHF 98.89% 98.89%
08.11.2024 0.17% 11.51 CHF 11.52 CHF 40'000 40'000 17'571 17'571 196'228 CHF 196'495 CHF 98.80% 98.80%
07.11.2024 0.17% 10.88 CHF 10.89 CHF 40'000 40'000 18'668 18'668 202'636 CHF 202'915 CHF 97.55% 97.55%

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