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 0.19% 12.29 CHF 12.30 CHF 38'000 38'000 15'896 15'896 197'948 CHF 198'226 CHF 99.78% 99.78%
19.11.2024 0.18% 12.29 CHF 12.30 CHF 38'000 38'000 15'838 15'838 192'760 CHF 193'029 CHF 99.65% 99.65%
18.11.2024 0.17% 12.59 CHF 12.60 CHF 37'000 37'000 13'775 13'775 176'389 CHF 176'621 CHF 97.39% 97.39%
15.11.2024 0.19% 13.08 CHF 13.09 CHF 36'000 36'000 16'730 16'730 210'386 CHF 210'694 CHF 96.11% 96.11%
14.11.2024 0.19% 11.82 CHF 11.83 CHF 39'000 39'000 16'311 16'311 199'618 CHF 199'913 CHF 99.90% 99.90%
13.11.2024 0.23% 12.70 CHF 12.71 CHF 36'000 36'000 10'091 10'091 125'213 CHF 125'437 CHF 99.70% 99.70%
12.11.2024 0.15% 11.81 CHF 11.82 CHF 39'000 39'000 16'412 16'412 194'267 CHF 194'512 CHF 99.83% 99.83%
11.11.2024 0.15% 12.40 CHF 12.41 CHF 37'000 37'000 17'041 17'041 206'376 CHF 206'638 CHF 98.90% 98.90%
08.11.2024 0.17% 11.39 CHF 11.40 CHF 40'000 40'000 17'571 17'571 193'961 CHF 194'229 CHF 98.80% 98.80%
07.11.2024 0.17% 10.75 CHF 10.76 CHF 40'000 40'000 18'674 18'674 200'292 CHF 200'571 CHF 97.46% 97.46%

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