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% 12.34 CHF 12.35 CHF 38'000 38'000 15'918 15'918 198'976 CHF 199'254 CHF 99.89% 99.89%
19.11.2024 0.18% 12.34 CHF 12.35 CHF 38'000 38'000 15'894 15'894 194'174 CHF 194'444 CHF 99.96% 99.96%
18.11.2024 0.17% 12.63 CHF 12.64 CHF 37'000 37'000 13'854 13'854 177'942 CHF 178'174 CHF 98.05% 98.05%
15.11.2024 0.19% 13.13 CHF 13.14 CHF 36'000 36'000 16'557 16'557 208'851 CHF 209'158 CHF 99.36% 99.36%
14.11.2024 0.19% 11.87 CHF 11.88 CHF 39'000 39'000 16'304 16'304 200'326 CHF 200'622 CHF 100.00% 100.00%
13.11.2024 0.23% 12.74 CHF 12.75 CHF 36'000 36'000 10'116 10'116 126'001 CHF 126'226 CHF 100.00% 100.00%
12.11.2024 0.15% 11.85 CHF 11.86 CHF 39'000 39'000 16'434 16'434 195'291 CHF 195'536 CHF 99.92% 99.92%
11.11.2024 0.15% 12.45 CHF 12.46 CHF 37'000 37'000 17'080 17'080 207'639 CHF 207'900 CHF 99.09% 99.09%
08.11.2024 0.17% 11.43 CHF 11.44 CHF 40'000 40'000 17'573 17'573 194'779 CHF 195'046 CHF 98.78% 98.78%
07.11.2024 0.17% 10.80 CHF 10.81 CHF 40'000 40'000 18'593 18'593 200'302 CHF 200'581 CHF 98.94% 98.94%

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