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 0.29% 12.68 CHF 12.70 CHF 10'000 10'000 10'000 5'805 126'468 CHF 73'718 CHF 99.10% 99.10%
20.11.2024 0.31% 11.34 CHF 11.36 CHF 10'000 10'000 10'000 5'802 114'989 CHF 66'812 CHF 99.62% 99.62%
19.11.2024 0.33% 11.14 CHF 11.16 CHF 10'000 10'000 10'000 5'806 111'071 CHF 64'582 CHF 99.04% 99.04%
18.11.2024 0.31% 11.34 CHF 11.36 CHF 10'000 10'000 10'000 5'802 116'349 CHF 67'439 CHF 99.59% 99.59%
15.11.2024 0.31% 11.62 CHF 11.64 CHF 10'000 10'000 10'000 5'801 118'009 CHF 68'486 CHF 99.60% 99.60%
14.11.2024 0.28% 12.38 CHF 12.40 CHF 10'000 10'000 10'000 5'801 129'442 CHF 74'622 CHF 99.62% 99.62%
13.11.2024 0.28% 13.34 CHF 13.36 CHF 10'000 10'000 10'000 5'871 129'508 CHF 76'566 CHF 97.53% 97.53%
12.11.2024 0.28% 13.24 CHF 13.26 CHF 10'000 10'000 10'000 5'840 128'443 CHF 75'658 CHF 95.00% 95.00%
11.11.2024 0.31% 12.76 CHF 12.78 CHF 10'000 10'000 10'000 5'802 116'908 CHF 69'089 CHF 99.60% 99.60%
08.11.2024 0.36% 10.64 CHF 10.66 CHF 10'000 10'000 10'000 5'811 101'208 CHF 59'277 CHF 99.64% 99.64%

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