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% 12.27 CHF 12.28 CHF 38'000 38'000 15'919 15'919 197'998 CHF 198'276 CHF 99.90% 99.90%
19.11.2024 0.18% 12.28 CHF 12.29 CHF 38'000 38'000 15'894 15'894 193'160 CHF 193'429 CHF 99.96% 99.96%
18.11.2024 0.17% 12.57 CHF 12.58 CHF 37'000 37'000 13'854 13'854 177'083 CHF 177'315 CHF 98.05% 98.05%
15.11.2024 0.19% 13.06 CHF 13.07 CHF 36'000 36'000 16'558 16'558 207'836 CHF 208'143 CHF 99.36% 99.36%
14.11.2024 0.19% 11.80 CHF 11.81 CHF 39'000 39'000 16'304 16'304 199'283 CHF 199'578 CHF 100.00% 100.00%
13.11.2024 0.23% 12.68 CHF 12.69 CHF 36'000 36'000 10'116 10'116 125'350 CHF 125'574 CHF 100.00% 100.00%
12.11.2024 0.15% 11.79 CHF 11.80 CHF 39'000 39'000 16'434 16'434 194'275 CHF 194'520 CHF 99.92% 99.92%
11.11.2024 0.15% 12.39 CHF 12.40 CHF 37'000 37'000 17'080 17'080 206'586 CHF 206'848 CHF 99.09% 99.09%
08.11.2024 0.17% 11.37 CHF 11.38 CHF 40'000 40'000 17'658 17'658 194'602 CHF 194'870 CHF 99.19% 99.19%
07.11.2024 0.17% 10.74 CHF 10.75 CHF 40'000 40'000 18'582 18'582 199'044 CHF 199'323 CHF 99.05% 99.05%

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