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% 11.88 CHF 11.89 CHF 38'000 38'000 15'890 15'890 191'296 CHF 191'574 CHF 99.76% 99.76%
19.11.2024 0.19% 11.88 CHF 11.89 CHF 38'000 38'000 15'836 15'836 186'163 CHF 186'432 CHF 99.64% 99.64%
18.11.2024 0.18% 12.17 CHF 12.18 CHF 37'000 37'000 13'802 13'802 170'967 CHF 171'199 CHF 97.45% 97.45%
15.11.2024 0.20% 12.66 CHF 12.67 CHF 36'000 36'000 16'704 16'704 203'124 CHF 203'432 CHF 96.17% 96.17%
14.11.2024 0.19% 11.40 CHF 11.41 CHF 39'000 39'000 16'322 16'322 192'963 CHF 193'259 CHF 99.72% 99.72%
13.11.2024 0.24% 12.28 CHF 12.29 CHF 36'000 36'000 10'091 10'091 121'029 CHF 121'253 CHF 99.71% 99.71%
12.11.2024 0.16% 11.39 CHF 11.40 CHF 39'000 39'000 16'419 16'419 187'545 CHF 187'790 CHF 99.85% 99.85%
11.11.2024 0.16% 11.99 CHF 12.00 CHF 37'000 37'000 17'033 17'033 199'278 CHF 199'540 CHF 98.86% 98.86%
08.11.2024 0.18% 10.97 CHF 10.98 CHF 40'000 40'000 17'571 17'571 186'754 CHF 187'021 CHF 98.80% 98.80%
07.11.2024 0.17% 10.34 CHF 10.35 CHF 40'000 40'000 18'700 18'700 192'930 CHF 193'209 CHF 97.03% 97.03%

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