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% 11.96 CHF 11.97 CHF 38'000 38'000 15'920 15'920 192'973 CHF 193'251 CHF 99.90% 99.90%
19.11.2024 0.18% 11.96 CHF 11.97 CHF 38'000 38'000 15'894 15'894 188'183 CHF 188'452 CHF 99.96% 99.96%
18.11.2024 0.18% 12.25 CHF 12.26 CHF 37'000 37'000 13'854 13'854 172'696 CHF 172'928 CHF 98.05% 98.05%
15.11.2024 0.20% 12.75 CHF 12.76 CHF 36'000 36'000 16'557 16'557 202'566 CHF 202'873 CHF 99.36% 99.36%
14.11.2024 0.19% 11.49 CHF 11.50 CHF 39'000 39'000 16'304 16'304 194'143 CHF 194'439 CHF 100.00% 100.00%
13.11.2024 0.24% 12.36 CHF 12.37 CHF 36'000 36'000 10'116 10'116 122'182 CHF 122'407 CHF 100.00% 100.00%
12.11.2024 0.16% 11.47 CHF 11.48 CHF 39'000 39'000 16'434 16'434 189'091 CHF 189'336 CHF 99.92% 99.92%
11.11.2024 0.15% 12.07 CHF 12.08 CHF 37'000 37'000 17'082 17'082 201'228 CHF 201'490 CHF 99.09% 99.09%
08.11.2024 0.17% 11.06 CHF 11.07 CHF 40'000 40'000 17'659 17'659 189'137 CHF 189'405 CHF 99.18% 99.18%
07.11.2024 0.17% 10.42 CHF 10.43 CHF 40'000 40'000 18'582 18'582 193'237 CHF 193'515 CHF 99.04% 99.04%

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