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% 12.15 CHF 12.16 CHF 38'000 38'000 15'890 15'890 195'623 CHF 195'901 CHF 99.75% 99.75%
19.11.2024 0.18% 12.15 CHF 12.16 CHF 38'000 38'000 15'833 15'833 190'430 CHF 190'699 CHF 99.63% 99.63%
18.11.2024 0.18% 12.44 CHF 12.45 CHF 37'000 37'000 13'799 13'799 174'691 CHF 174'923 CHF 97.44% 97.44%
15.11.2024 0.19% 12.94 CHF 12.95 CHF 36'000 36'000 16'706 16'706 207'657 CHF 207'965 CHF 97.16% 97.16%
14.11.2024 0.19% 11.68 CHF 11.69 CHF 39'000 39'000 16'332 16'332 197'550 CHF 197'846 CHF 99.55% 99.55%
13.11.2024 0.24% 12.55 CHF 12.56 CHF 36'000 36'000 10'091 10'091 123'763 CHF 123'988 CHF 99.70% 99.70%
12.11.2024 0.15% 11.66 CHF 11.67 CHF 39'000 39'000 16'414 16'414 191'974 CHF 192'219 CHF 99.83% 99.83%
11.11.2024 0.15% 12.26 CHF 12.27 CHF 37'000 37'000 17'033 17'033 203'885 CHF 204'147 CHF 98.86% 98.86%
08.11.2024 0.17% 11.24 CHF 11.25 CHF 40'000 40'000 17'571 17'571 191'470 CHF 191'738 CHF 98.80% 98.80%
07.11.2024 0.17% 10.61 CHF 10.62 CHF 40'000 40'000 18'676 18'676 197'703 CHF 197'982 CHF 97.46% 97.46%

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