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
22.11.2024 0.28% 11.22 CHF 11.24 CHF 37'000 37'000 17'532 17'532 191'903 CHF 192'374 CHF 98.01% 98.01%
20.11.2024 0.28% 11.72 CHF 11.74 CHF 36'000 36'000 15'677 15'677 190'579 CHF 191'021 CHF 98.59% 98.59%
19.11.2024 0.29% 11.88 CHF 11.90 CHF 36'000 36'000 15'664 15'664 186'455 CHF 186'899 CHF 99.89% 99.89%
18.11.2024 0.29% 11.65 CHF 11.67 CHF 36'000 36'000 16'826 16'826 187'507 CHF 187'958 CHF 89.22% 89.22%
15.11.2024 0.25% 10.54 CHF 10.56 CHF 39'000 39'000 17'809 17'809 182'804 CHF 183'214 CHF 99.72% 99.72%
14.11.2024 0.24% 10.02 CHF 10.04 CHF 40'000 40'000 17'923 17'923 188'244 CHF 188'657 CHF 96.90% 96.90%
13.11.2024 0.32% 11.79 CHF 11.80 CHF 36'000 36'000 16'767 16'767 195'713 CHF 196'161 CHF 89.75% 89.75%
12.11.2024 0.25% 11.24 CHF 11.25 CHF 37'000 37'000 18'948 18'948 224'642 CHF 225'036 CHF 67.89% 67.89%
11.11.2024 0.19% 11.81 CHF 11.82 CHF 36'000 36'000 17'711 17'711 202'884 CHF 203'179 CHF 82.86% 82.86%
08.11.2024 0.20% 9.41 CHF 9.42 CHF 42'000 42'000 19'554 19'554 178'766 CHF 179'064 CHF 99.04% 99.04%

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