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 0.19% 8.00 CHF 8.01 CHF 82'000 82'000 40'050 40'050 325'630 CHF 326'184 CHF 99.88% 99.88%
19.11.2024 0.19% 8.04 CHF 8.05 CHF 82'000 82'000 40'114 40'114 323'750 CHF 324'304 CHF 100.00% 100.00%
18.11.2024 0.19% 8.24 CHF 8.25 CHF 81'000 81'000 39'436 39'436 318'078 CHF 318'629 CHF 99.65% 99.65%
15.11.2024 0.19% 7.87 CHF 7.88 CHF 83'000 83'000 40'287 40'287 322'233 CHF 322'789 CHF 99.98% 99.98%
14.11.2024 0.19% 8.21 CHF 8.22 CHF 81'000 81'000 38'563 38'563 320'351 CHF 320'880 CHF 99.98% 99.98%
13.11.2024 0.18% 8.39 CHF 8.40 CHF 80'000 80'000 38'781 38'781 329'174 CHF 329'709 CHF 100.00% 100.00%
12.11.2024 0.18% 8.58 CHF 8.59 CHF 79'000 79'000 37'759 37'759 329'235 CHF 329'755 CHF 99.99% 99.99%
11.11.2024 0.18% 8.82 CHF 8.83 CHF 77'000 77'000 37'182 37'182 328'316 CHF 328'826 CHF 100.00% 100.00%
08.11.2024 0.17% 8.97 CHF 8.98 CHF 77'000 77'000 36'589 36'589 328'297 CHF 328'800 CHF 99.76% 99.76%
07.11.2024 0.18% 8.85 CHF 8.86 CHF 77'000 77'000 38'173 38'173 334'904 CHF 335'434 CHF 99.95% 99.95%

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