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 0.29% 11.23 CHF 11.25 CHF 36'000 36'000 15'662 15'662 182'634 CHF 183'076 CHF 99.45% 99.45%
19.11.2024 0.31% 11.38 CHF 11.40 CHF 36'000 36'000 15'688 15'688 178'974 CHF 179'418 CHF 99.53% 99.53%
18.11.2024 0.30% 11.15 CHF 11.17 CHF 36'000 36'000 16'599 16'599 177'131 CHF 177'578 CHF 98.40% 98.40%
15.11.2024 0.26% 10.04 CHF 10.06 CHF 39'000 39'000 17'809 17'809 173'951 CHF 174'361 CHF 99.72% 99.72%
14.11.2024 0.25% 9.52 CHF 9.54 CHF 40'000 40'000 17'972 17'972 179'805 CHF 180'218 CHF 96.49% 96.49%
13.11.2024 0.33% 11.30 CHF 11.31 CHF 36'000 36'000 16'585 16'585 185'181 CHF 185'629 CHF 88.82% 88.82%
12.11.2024 0.26% 10.75 CHF 10.76 CHF 37'000 37'000 18'739 18'739 212'964 CHF 213'358 CHF 69.60% 69.60%
11.11.2024 0.19% 11.32 CHF 11.33 CHF 36'000 36'000 17'784 17'784 194'978 CHF 195'274 CHF 82.70% 82.70%
08.11.2024 0.21% 8.92 CHF 8.93 CHF 42'000 42'000 19'554 19'554 169'222 CHF 169'520 CHF 99.04% 99.04%
07.11.2024 0.23% 8.33 CHF 8.34 CHF 44'000 44'000 20'952 20'952 168'384 CHF 168'703 CHF 98.10% 98.10%

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