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% 12.63 CHF 12.64 CHF 38'000 38'000 15'919 15'919 203'671 CHF 203'949 CHF 99.90% 99.90%
19.11.2024 0.18% 12.63 CHF 12.64 CHF 38'000 38'000 15'894 15'894 198'805 CHF 199'075 CHF 99.96% 99.96%
18.11.2024 0.17% 12.93 CHF 12.94 CHF 37'000 37'000 13'854 13'854 182'025 CHF 182'256 CHF 98.05% 98.05%
15.11.2024 0.19% 13.42 CHF 13.43 CHF 36'000 36'000 16'558 16'558 213'750 CHF 214'057 CHF 99.36% 99.36%
14.11.2024 0.18% 12.16 CHF 12.17 CHF 39'000 39'000 16'305 16'305 205'118 CHF 205'413 CHF 100.00% 100.00%
13.11.2024 0.23% 13.03 CHF 13.04 CHF 36'000 36'000 10'116 10'116 128'947 CHF 129'172 CHF 100.00% 100.00%
12.11.2024 0.15% 12.14 CHF 12.15 CHF 39'000 39'000 16'434 16'434 200'072 CHF 200'317 CHF 99.92% 99.92%
11.11.2024 0.15% 12.74 CHF 12.75 CHF 37'000 37'000 17'081 17'081 212'641 CHF 212'903 CHF 99.09% 99.09%
08.11.2024 0.16% 11.72 CHF 11.73 CHF 40'000 40'000 17'660 17'660 200'823 CHF 201'091 CHF 99.19% 99.19%
07.11.2024 0.16% 11.08 CHF 11.09 CHF 40'000 40'000 18'581 18'581 205'524 CHF 205'802 CHF 99.05% 99.05%

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