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 0.12% 8.00 CHF 8.01 CHF 150'000 50'000 150'000 50'000 1'206'680 CHF 402'726 CHF 99.37% 99.37%
19.11.2024 0.13% 7.94 CHF 7.95 CHF 150'000 50'000 332'158 110'696 2'622'830 CHF 875'197 CHF 99.38% 99.38%
18.11.2024 0.12% 8.23 CHF 8.24 CHF 450'000 150'000 450'000 150'000 3'719'840 CHF 1'241'450 CHF 97.63% 97.63%
15.11.2024 0.12% 8.28 CHF 8.29 CHF 450'000 150'000 450'000 150'000 3'790'530 CHF 1'265'010 CHF 99.37% 99.37%
14.11.2024 0.12% 8.57 CHF 8.57 CHF 450'000 150'000 450'000 150'000 3'777'960 CHF 1'260'820 CHF 99.38% 99.38%
13.11.2024 0.12% 8.24 CHF 8.26 CHF 450'000 150'000 450'000 150'000 3'725'590 CHF 1'243'360 CHF 96.90% 96.90%
12.11.2024 0.12% 8.16 CHF 8.17 CHF 450'000 150'000 450'000 150'000 3'731'170 CHF 1'245'220 CHF 96.96% 96.96%
11.11.2024 0.12% 8.30 CHF 8.31 CHF 450'000 150'000 450'000 150'000 3'712'820 CHF 1'239'110 CHF 99.35% 99.35%
08.11.2024 0.12% 8.15 CHF 8.16 CHF 450'000 150'000 450'000 150'000 3'661'170 CHF 1'221'890 CHF 99.23% 99.23%
07.11.2024 0.12% 8.20 CHF 8.21 CHF 450'000 150'000 450'000 150'000 3'731'360 CHF 1'245'290 CHF 98.69% 98.69%

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