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% 12.22 CHF 12.23 CHF 38'000 38'000 15'919 15'919 197'190 CHF 197'468 CHF 99.90% 99.90%
19.11.2024 0.18% 12.23 CHF 12.24 CHF 38'000 38'000 15'894 15'894 192'356 CHF 192'626 CHF 99.96% 99.96%
18.11.2024 0.18% 12.52 CHF 12.53 CHF 37'000 37'000 13'854 13'854 176'348 CHF 176'580 CHF 98.05% 98.05%
15.11.2024 0.19% 13.01 CHF 13.02 CHF 36'000 36'000 16'557 16'557 206'978 CHF 207'285 CHF 99.36% 99.36%
14.11.2024 0.19% 11.75 CHF 11.76 CHF 39'000 39'000 16'304 16'304 198'441 CHF 198'736 CHF 100.00% 100.00%
13.11.2024 0.23% 12.63 CHF 12.64 CHF 36'000 36'000 10'116 10'116 124'839 CHF 125'064 CHF 100.00% 100.00%
12.11.2024 0.15% 11.74 CHF 11.75 CHF 39'000 39'000 16'434 16'434 193'403 CHF 193'649 CHF 99.92% 99.92%
11.11.2024 0.15% 12.33 CHF 12.34 CHF 37'000 37'000 17'081 17'081 205'725 CHF 205'987 CHF 99.09% 99.09%
08.11.2024 0.17% 11.32 CHF 11.33 CHF 40'000 40'000 17'659 17'659 193'724 CHF 193'992 CHF 99.18% 99.18%
07.11.2024 0.17% 10.68 CHF 10.69 CHF 40'000 40'000 18'582 18'582 198'070 CHF 198'349 CHF 99.04% 99.04%

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