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 0.30% 11.86 CHF 11.88 CHF 10'000 10'000 10'000 5'801 120'047 CHF 69'739 CHF 99.67% 99.67%
19.11.2024 0.31% 11.64 CHF 11.66 CHF 10'000 10'000 10'000 5'805 116'123 CHF 67'504 CHF 99.10% 99.10%
18.11.2024 0.30% 11.84 CHF 11.86 CHF 10'000 10'000 10'000 5'801 121'429 CHF 70'382 CHF 99.62% 99.62%
15.11.2024 0.29% 12.14 CHF 12.16 CHF 10'000 10'000 10'000 5'800 123'094 CHF 71'422 CHF 99.66% 99.66%
14.11.2024 0.27% 12.88 CHF 12.90 CHF 10'000 10'000 10'000 5'800 134'529 CHF 77'557 CHF 99.68% 99.68%
13.11.2024 0.27% 13.86 CHF 13.88 CHF 10'000 10'000 10'000 5'870 134'564 CHF 79'524 CHF 97.56% 97.56%
12.11.2024 0.27% 13.74 CHF 13.76 CHF 10'000 10'000 10'000 5'839 133'485 CHF 78'585 CHF 95.11% 95.11%
11.11.2024 0.30% 13.26 CHF 13.28 CHF 10'000 10'000 10'000 5'801 121'939 CHF 71'995 CHF 99.65% 99.65%
08.11.2024 0.34% 11.14 CHF 11.16 CHF 10'000 10'000 10'000 5'810 106'194 CHF 62'165 CHF 99.68% 99.68%
07.11.2024 0.35% 10.66 CHF 10.68 CHF 10'000 10'000 10'000 5'809 103'904 CHF 60'793 CHF 99.67% 99.67%

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