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% 12.09 CHF 12.10 CHF 38'000 38'000 15'893 15'893 194'814 CHF 195'092 CHF 99.77% 99.77%
19.11.2024 0.18% 12.10 CHF 12.11 CHF 38'000 38'000 15'830 15'830 189'559 CHF 189'828 CHF 99.62% 99.62%
18.11.2024 0.18% 12.39 CHF 12.40 CHF 37'000 37'000 13'798 13'798 173'946 CHF 174'178 CHF 97.48% 97.48%
15.11.2024 0.19% 12.88 CHF 12.89 CHF 36'000 36'000 16'704 16'704 206'798 CHF 207'106 CHF 96.17% 96.17%
14.11.2024 0.19% 11.62 CHF 11.63 CHF 39'000 39'000 16'322 16'322 196'558 CHF 196'854 CHF 99.72% 99.72%
13.11.2024 0.24% 12.50 CHF 12.51 CHF 36'000 36'000 10'092 10'092 123'247 CHF 123'471 CHF 99.72% 99.72%
12.11.2024 0.16% 11.61 CHF 11.62 CHF 39'000 39'000 16'420 16'420 191'175 CHF 191'420 CHF 99.85% 99.85%
11.11.2024 0.15% 12.21 CHF 12.22 CHF 37'000 37'000 17'036 17'036 203'020 CHF 203'282 CHF 98.88% 98.88%
08.11.2024 0.17% 11.19 CHF 11.20 CHF 40'000 40'000 17'571 17'571 190'583 CHF 190'851 CHF 98.80% 98.80%
07.11.2024 0.17% 10.56 CHF 10.57 CHF 40'000 40'000 18'666 18'666 196'615 CHF 196'894 CHF 97.57% 97.57%

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