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% 12.39 CHF 12.40 CHF 38'000 38'000 15'920 15'920 199'809 CHF 200'087 CHF 99.90% 99.90%
19.11.2024 0.18% 12.39 CHF 12.40 CHF 38'000 38'000 15'894 15'894 194'949 CHF 195'218 CHF 99.96% 99.96%
18.11.2024 0.17% 12.68 CHF 12.69 CHF 37'000 37'000 13'854 13'854 178'620 CHF 178'852 CHF 98.05% 98.05%
15.11.2024 0.19% 13.18 CHF 13.19 CHF 36'000 36'000 16'557 16'557 209'695 CHF 210'003 CHF 99.36% 99.36%
14.11.2024 0.19% 11.92 CHF 11.93 CHF 39'000 39'000 16'304 16'304 201'127 CHF 201'422 CHF 100.00% 100.00%
13.11.2024 0.23% 12.79 CHF 12.80 CHF 36'000 36'000 10'116 10'116 126'491 CHF 126'716 CHF 100.00% 100.00%
12.11.2024 0.15% 11.90 CHF 11.91 CHF 39'000 39'000 16'435 16'435 196'094 CHF 196'339 CHF 99.92% 99.92%
11.11.2024 0.15% 12.50 CHF 12.51 CHF 37'000 37'000 17'080 17'080 208'463 CHF 208'725 CHF 99.09% 99.09%
08.11.2024 0.17% 11.48 CHF 11.49 CHF 40'000 40'000 17'659 17'659 196'574 CHF 196'842 CHF 99.18% 99.18%
07.11.2024 0.17% 10.85 CHF 10.86 CHF 40'000 40'000 18'582 18'582 201'072 CHF 201'351 CHF 99.04% 99.04%

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