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% 12.59 CHF 12.60 CHF 38'000 38'000 15'893 15'893 202'729 CHF 203'007 CHF 99.77% 99.77%
19.11.2024 0.18% 12.59 CHF 12.60 CHF 38'000 38'000 15'839 15'839 197'522 CHF 197'791 CHF 99.65% 99.65%
18.11.2024 0.17% 12.89 CHF 12.90 CHF 37'000 37'000 13'783 13'783 180'632 CHF 180'864 CHF 97.42% 97.42%
15.11.2024 0.19% 13.38 CHF 13.39 CHF 36'000 36'000 16'708 16'708 215'191 CHF 215'499 CHF 96.14% 96.14%
14.11.2024 0.18% 12.12 CHF 12.13 CHF 39'000 39'000 16'322 16'322 204'720 CHF 205'016 CHF 99.72% 99.72%
13.11.2024 0.23% 13.00 CHF 13.01 CHF 36'000 36'000 10'090 10'090 128'241 CHF 128'465 CHF 99.70% 99.70%
12.11.2024 0.15% 12.11 CHF 12.12 CHF 39'000 39'000 16'412 16'412 199'183 CHF 199'428 CHF 99.83% 99.83%
11.11.2024 0.15% 12.70 CHF 12.71 CHF 37'000 37'000 17'033 17'033 211'380 CHF 211'641 CHF 98.86% 98.86%
08.11.2024 0.17% 11.68 CHF 11.69 CHF 40'000 40'000 17'573 17'573 199'195 CHF 199'463 CHF 98.77% 98.77%
07.11.2024 0.16% 11.05 CHF 11.06 CHF 40'000 40'000 18'664 18'664 205'731 CHF 206'010 CHF 97.57% 97.57%

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