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% 12.66 CHF 12.68 CHF 10'000 10'000 10'000 5'803 128'066 CHF 74'420 CHF 99.57% 99.57%
19.11.2024 0.29% 12.44 CHF 12.46 CHF 10'000 10'000 10'000 5'808 124'119 CHF 72'178 CHF 98.97% 98.97%
18.11.2024 0.28% 12.64 CHF 12.66 CHF 10'000 10'000 10'000 5'805 129'454 CHF 75'084 CHF 99.45% 99.45%
15.11.2024 0.28% 12.94 CHF 12.96 CHF 10'000 10'000 10'000 5'803 131'131 CHF 76'118 CHF 99.56% 99.56%
14.11.2024 0.25% 13.68 CHF 13.70 CHF 10'000 10'000 10'000 5'802 142'578 CHF 82'260 CHF 99.57% 99.57%
13.11.2024 0.25% 14.66 CHF 14.68 CHF 10'000 10'000 10'000 5'875 142'552 CHF 84'284 CHF 97.41% 97.41%
12.11.2024 0.26% 14.54 CHF 14.56 CHF 10'000 10'000 10'000 5'845 141'467 CHF 83'328 CHF 94.75% 94.75%
11.11.2024 0.28% 14.06 CHF 14.08 CHF 10'000 10'000 10'000 5'804 129'897 CHF 76'656 CHF 99.51% 99.51%
08.11.2024 0.32% 11.94 CHF 11.96 CHF 10'000 10'000 10'000 5'811 114'086 CHF 66'768 CHF 99.62% 99.62%
07.11.2024 0.33% 11.46 CHF 11.48 CHF 10'000 10'000 10'000 5'811 111'802 CHF 65'406 CHF 99.58% 99.58%

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