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% 12.54 CHF 12.55 CHF 38'000 38'000 15'896 15'896 201'919 CHF 202'197 CHF 99.78% 99.78%
19.11.2024 0.18% 12.54 CHF 12.55 CHF 38'000 38'000 15'831 15'831 196'587 CHF 196'856 CHF 99.62% 99.62%
18.11.2024 0.17% 12.83 CHF 12.84 CHF 37'000 37'000 13'783 13'783 179'900 CHF 180'132 CHF 97.42% 97.42%
15.11.2024 0.19% 13.33 CHF 13.34 CHF 36'000 36'000 16'762 16'762 215'009 CHF 215'318 CHF 95.65% 95.65%
14.11.2024 0.18% 12.07 CHF 12.08 CHF 39'000 39'000 16'305 16'305 203'641 CHF 203'936 CHF 99.89% 99.89%
13.11.2024 0.23% 12.94 CHF 12.95 CHF 36'000 36'000 10'091 10'091 127'711 CHF 127'935 CHF 99.70% 99.70%
12.11.2024 0.15% 12.05 CHF 12.06 CHF 39'000 39'000 16'417 16'417 198'385 CHF 198'630 CHF 99.84% 99.84%
11.11.2024 0.15% 12.65 CHF 12.66 CHF 37'000 37'000 17'034 17'034 210'523 CHF 210'785 CHF 98.87% 98.87%
08.11.2024 0.17% 11.63 CHF 11.64 CHF 40'000 40'000 17'571 17'571 198'249 CHF 198'517 CHF 98.80% 98.80%
07.11.2024 0.16% 11.00 CHF 11.01 CHF 40'000 40'000 18'859 18'859 206'864 CHF 207'145 CHF 95.68% 95.68%

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