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% 11.82 CHF 11.84 CHF 36'000 36'000 15'677 15'677 192'152 CHF 192'594 CHF 98.61% 98.61%
19.11.2024 0.29% 11.98 CHF 12.00 CHF 36'000 36'000 15'666 15'666 188'035 CHF 188'479 CHF 99.89% 99.89%
18.11.2024 0.28% 11.75 CHF 11.77 CHF 36'000 36'000 16'835 16'835 189'302 CHF 189'753 CHF 89.26% 89.26%
15.11.2024 0.25% 10.64 CHF 10.66 CHF 39'000 39'000 17'809 17'809 184'597 CHF 185'007 CHF 99.72% 99.72%
14.11.2024 0.24% 10.12 CHF 10.14 CHF 40'000 40'000 17'921 17'921 190'019 CHF 190'431 CHF 96.91% 96.91%
13.11.2024 0.32% 11.89 CHF 11.90 CHF 36'000 36'000 16'807 16'807 197'828 CHF 198'276 CHF 89.21% 89.21%
12.11.2024 0.24% 11.34 CHF 11.35 CHF 37'000 37'000 18'904 18'904 225'907 CHF 226'301 CHF 69.07% 69.07%
11.11.2024 0.18% 11.91 CHF 11.92 CHF 36'000 36'000 17'785 17'785 205'494 CHF 205'789 CHF 82.90% 82.90%
08.11.2024 0.20% 9.51 CHF 9.52 CHF 42'000 42'000 19'554 19'554 180'699 CHF 180'997 CHF 99.04% 99.04%
07.11.2024 0.21% 8.91 CHF 8.92 CHF 44'000 44'000 20'969 20'969 180'863 CHF 181'182 CHF 97.09% 97.09%

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