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% 12.49 CHF 12.50 CHF 38'000 38'000 15'890 15'890 201'011 CHF 201'289 CHF 99.76% 99.76%
19.11.2024 0.18% 12.49 CHF 12.50 CHF 38'000 38'000 15'830 15'830 195'739 CHF 196'008 CHF 99.62% 99.62%
18.11.2024 0.17% 12.78 CHF 12.79 CHF 37'000 37'000 13'803 13'803 179'420 CHF 179'651 CHF 97.46% 97.46%
15.11.2024 0.19% 13.28 CHF 13.29 CHF 36'000 36'000 16'730 16'730 213'716 CHF 214'024 CHF 95.79% 95.79%
14.11.2024 0.18% 12.02 CHF 12.03 CHF 39'000 39'000 16'333 16'333 203'107 CHF 203'403 CHF 99.55% 99.55%
13.11.2024 0.23% 12.89 CHF 12.90 CHF 36'000 36'000 10'091 10'091 127'180 CHF 127'404 CHF 99.71% 99.71%
12.11.2024 0.15% 12.00 CHF 12.01 CHF 39'000 39'000 16'420 16'420 197'553 CHF 197'798 CHF 99.86% 99.86%
11.11.2024 0.15% 12.59 CHF 12.60 CHF 37'000 37'000 17'037 17'037 209'624 CHF 209'885 CHF 98.88% 98.88%
08.11.2024 0.17% 11.58 CHF 11.59 CHF 40'000 40'000 17'571 17'571 197'339 CHF 197'607 CHF 98.80% 98.80%
07.11.2024 0.16% 10.94 CHF 10.95 CHF 40'000 40'000 18'718 18'718 204'358 CHF 204'637 CHF 96.96% 96.96%

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