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 0.28% 11.62 CHF 11.64 CHF 36'000 36'000 15'701 15'701 189'294 CHF 189'736 CHF 98.22% 98.22%
19.11.2024 0.30% 11.78 CHF 11.80 CHF 36'000 36'000 15'664 15'664 184'883 CHF 185'327 CHF 99.89% 99.89%
18.11.2024 0.29% 11.55 CHF 11.57 CHF 36'000 36'000 16'808 16'808 185'621 CHF 186'072 CHF 89.48% 89.48%
15.11.2024 0.25% 10.44 CHF 10.46 CHF 39'000 39'000 17'808 17'808 181'007 CHF 181'417 CHF 99.72% 99.72%
14.11.2024 0.24% 9.92 CHF 9.94 CHF 40'000 40'000 17'877 17'877 185'977 CHF 186'389 CHF 97.48% 97.48%
13.11.2024 0.32% 11.69 CHF 11.70 CHF 36'000 36'000 16'780 16'780 194'187 CHF 194'635 CHF 89.57% 89.57%
12.11.2024 0.25% 11.14 CHF 11.15 CHF 37'000 37'000 18'866 18'866 221'796 CHF 222'191 CHF 68.32% 68.32%
11.11.2024 0.19% 11.71 CHF 11.72 CHF 36'000 36'000 17'710 17'710 201'145 CHF 201'440 CHF 82.50% 82.50%
08.11.2024 0.20% 9.31 CHF 9.32 CHF 42'000 42'000 19'554 19'554 176'837 CHF 177'135 CHF 99.04% 99.04%
07.11.2024 0.22% 8.72 CHF 8.73 CHF 44'000 44'000 20'945 20'945 176'493 CHF 176'812 CHF 98.17% 98.17%

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