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 0.23% 6.64 CHF 6.65 CHF 82'000 82'000 40'058 40'058 271'415 CHF 271'969 CHF 99.90% 99.90%
19.11.2024 0.23% 6.69 CHF 6.70 CHF 82'000 82'000 40'105 40'105 269'497 CHF 270'051 CHF 99.98% 99.98%
18.11.2024 0.23% 6.88 CHF 6.89 CHF 81'000 81'000 39'451 39'451 264'693 CHF 265'245 CHF 99.69% 99.69%
15.11.2024 0.23% 6.51 CHF 6.52 CHF 83'000 83'000 40'287 40'287 267'524 CHF 268'080 CHF 99.98% 99.98%
14.11.2024 0.22% 6.85 CHF 6.86 CHF 81'000 81'000 38'564 38'564 267'972 CHF 268'501 CHF 99.98% 99.98%
13.11.2024 0.22% 7.04 CHF 7.05 CHF 80'000 80'000 38'782 38'782 276'849 CHF 277'385 CHF 100.00% 100.00%
12.11.2024 0.21% 7.23 CHF 7.24 CHF 79'000 79'000 37'762 37'762 278'378 CHF 278'898 CHF 99.99% 99.99%
11.11.2024 0.21% 7.47 CHF 7.48 CHF 77'000 77'000 37'181 37'181 278'374 CHF 278'884 CHF 100.00% 100.00%
08.11.2024 0.20% 7.63 CHF 7.64 CHF 77'000 77'000 36'586 36'586 279'546 CHF 280'048 CHF 99.76% 99.76%
07.11.2024 0.21% 7.52 CHF 7.53 CHF 77'000 77'000 38'192 38'192 284'120 CHF 284'650 CHF 100.00% 100.00%

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