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 0.25% 7.71 CHF 7.73 CHF 500'000 100'000 500'000 100'000 3'920'070 CHF 786'014 CHF 99.27% 99.27%
19.11.2024 0.26% 7.67 CHF 7.69 CHF 500'000 100'000 500'000 100'000 3'802'400 CHF 762'480 CHF 99.27% 99.27%
18.11.2024 0.26% 7.78 CHF 7.80 CHF 500'000 100'000 500'000 100'000 3'861'330 CHF 774'267 CHF 99.27% 99.27%
15.11.2024 0.26% 7.66 CHF 7.68 CHF 500'000 100'000 500'000 100'000 3'839'270 CHF 769'854 CHF 99.27% 99.27%
14.11.2024 0.26% 7.82 CHF 7.84 CHF 500'000 100'000 500'000 100'000 3'867'110 CHF 775'421 CHF 99.27% 99.27%
13.11.2024 0.26% 7.66 CHF 7.68 CHF 500'000 100'000 500'000 100'000 3'836'370 CHF 769'273 CHF 99.27% 99.27%
12.11.2024 0.25% 7.76 CHF 7.78 CHF 500'000 100'000 500'000 100'000 3'947'660 CHF 791'532 CHF 99.25% 99.25%
11.11.2024 0.25% 8.04 CHF 8.06 CHF 500'000 100'000 500'000 100'000 3'981'570 CHF 798'314 CHF 99.27% 99.27%
08.11.2024 0.26% 7.79 CHF 7.81 CHF 500'000 100'000 500'000 100'000 3'907'130 CHF 783'427 CHF 99.25% 99.25%
07.11.2024 0.25% 8.10 CHF 8.12 CHF 500'000 100'000 500'000 100'000 4'054'400 CHF 812'879 CHF 1.12% 1.12%

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