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% 12.58 CHF 12.59 CHF 38'000 38'000 15'918 15'918 202'846 CHF 203'124 CHF 99.89% 99.89%
19.11.2024 0.18% 12.58 CHF 12.59 CHF 38'000 38'000 15'894 15'894 197'999 CHF 198'269 CHF 99.96% 99.96%
18.11.2024 0.17% 12.87 CHF 12.88 CHF 37'000 37'000 13'854 13'854 181'284 CHF 181'516 CHF 98.05% 98.05%
15.11.2024 0.19% 13.37 CHF 13.38 CHF 36'000 36'000 16'558 16'558 212'906 CHF 213'213 CHF 99.36% 99.36%
14.11.2024 0.18% 12.11 CHF 12.12 CHF 39'000 39'000 16'305 16'305 204'286 CHF 204'582 CHF 100.00% 100.00%
13.11.2024 0.23% 12.98 CHF 12.99 CHF 36'000 36'000 10'116 10'116 128'434 CHF 128'659 CHF 100.00% 100.00%
12.11.2024 0.15% 12.09 CHF 12.10 CHF 39'000 39'000 16'434 16'434 199'238 CHF 199'483 CHF 99.92% 99.92%
11.11.2024 0.15% 12.69 CHF 12.70 CHF 37'000 37'000 17'081 17'081 211'737 CHF 211'999 CHF 99.09% 99.09%
08.11.2024 0.17% 11.67 CHF 11.68 CHF 40'000 40'000 17'660 17'660 199'936 CHF 200'203 CHF 99.19% 99.19%
07.11.2024 0.16% 11.03 CHF 11.04 CHF 40'000 40'000 18'581 18'581 204'591 CHF 204'870 CHF 99.05% 99.05%

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