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 0.73% 12.65 CHF 12.70 CHF 2'820 2'820 1'872 1'872 24'369 CHF 24'534 CHF 100.00% 100.00%
19.11.2024 0.76% 13.00 CHF 13.05 CHF 2'810 2'810 1'897 1'897 23'980 CHF 24'148 CHF 98.95% 98.95%
18.11.2024 0.73% 13.05 CHF 13.10 CHF 2'800 2'800 1'871 1'871 24'553 CHF 24'718 CHF 100.00% 100.00%
15.11.2024 0.69% 13.25 CHF 13.30 CHF 2'780 2'780 1'814 1'814 25'427 CHF 25'592 CHF 71.62% 71.62%
14.11.2024 0.64% 14.65 CHF 14.70 CHF 2'690 2'690 1'776 1'776 26'734 CHF 26'890 CHF 100.00% 100.00%
13.11.2024 0.68% 14.65 CHF 14.70 CHF 2'680 2'680 1'826 1'826 25'828 CHF 25'990 CHF 99.94% 99.94%
12.11.2024 0.70% 13.55 CHF 13.60 CHF 2'770 2'770 1'851 1'851 25'284 CHF 25'448 CHF 99.97% 99.97%
11.11.2024 0.69% 13.65 CHF 13.70 CHF 2'770 2'770 1'845 1'845 25'660 CHF 25'823 CHF 100.00% 100.00%
08.11.2024 0.69% 13.90 CHF 13.95 CHF 2'770 2'770 1'856 1'856 25'913 CHF 26'078 CHF 100.00% 100.00%
07.11.2024 0.71% 14.20 CHF 14.25 CHF 2'760 2'760 1'872 1'872 25'729 CHF 25'896 CHF 100.00% 100.00%

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