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% 12.20 CHF 12.21 CHF 38'000 38'000 15'886 15'886 196'380 CHF 196'658 CHF 99.74% 99.74%
19.11.2024 0.18% 12.20 CHF 12.21 CHF 38'000 38'000 15'840 15'840 191'356 CHF 191'625 CHF 99.66% 99.66%
18.11.2024 0.18% 12.50 CHF 12.51 CHF 37'000 37'000 13'776 13'776 175'149 CHF 175'380 CHF 97.39% 97.39%
15.11.2024 0.19% 12.99 CHF 13.00 CHF 36'000 36'000 16'706 16'706 208'507 CHF 208'815 CHF 97.16% 97.16%
14.11.2024 0.19% 11.73 CHF 11.74 CHF 39'000 39'000 16'306 16'306 198'105 CHF 198'400 CHF 99.89% 99.89%
13.11.2024 0.24% 12.61 CHF 12.62 CHF 36'000 36'000 10'090 10'090 124'296 CHF 124'520 CHF 99.70% 99.70%
12.11.2024 0.15% 11.72 CHF 11.73 CHF 39'000 39'000 16'412 16'412 192'780 CHF 193'025 CHF 99.83% 99.83%
11.11.2024 0.15% 12.31 CHF 12.32 CHF 37'000 37'000 17'041 17'041 204'847 CHF 205'108 CHF 98.90% 98.90%
08.11.2024 0.17% 11.30 CHF 11.31 CHF 40'000 40'000 17'571 17'571 192'393 CHF 192'661 CHF 98.80% 98.80%
07.11.2024 0.17% 10.66 CHF 10.67 CHF 40'000 40'000 18'671 18'671 198'592 CHF 198'871 CHF 97.48% 97.48%

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