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% 12.53 CHF 12.54 CHF 38'000 38'000 15'919 15'919 202'047 CHF 202'325 CHF 99.90% 99.90%
19.11.2024 0.18% 12.53 CHF 12.54 CHF 38'000 38'000 15'894 15'894 197'224 CHF 197'493 CHF 99.96% 99.96%
18.11.2024 0.17% 12.83 CHF 12.84 CHF 37'000 37'000 13'854 13'854 180'617 CHF 180'849 CHF 98.05% 98.05%
15.11.2024 0.19% 13.32 CHF 13.33 CHF 36'000 36'000 16'557 16'557 212'055 CHF 212'363 CHF 99.36% 99.36%
14.11.2024 0.18% 12.06 CHF 12.07 CHF 39'000 39'000 16'304 16'304 203'439 CHF 203'735 CHF 100.00% 100.00%
13.11.2024 0.23% 12.93 CHF 12.94 CHF 36'000 36'000 10'116 10'116 127'922 CHF 128'147 CHF 100.00% 100.00%
12.11.2024 0.15% 12.04 CHF 12.05 CHF 39'000 39'000 16'435 16'435 198'451 CHF 198'696 CHF 99.92% 99.92%
11.11.2024 0.15% 12.64 CHF 12.65 CHF 37'000 37'000 17'081 17'081 210'908 CHF 211'169 CHF 99.09% 99.09%
08.11.2024 0.17% 11.62 CHF 11.63 CHF 40'000 40'000 17'658 17'658 199'033 CHF 199'301 CHF 99.18% 99.18%
07.11.2024 0.16% 10.98 CHF 10.99 CHF 40'000 40'000 18'582 18'582 203'672 CHF 203'951 CHF 99.05% 99.05%

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