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% 9.08 CHF 9.09 CHF 47'000 47'000 19'646 19'646 180'917 CHF 181'209 CHF 99.90% 99.90%
19.11.2024 0.20% 9.08 CHF 9.09 CHF 47'000 47'000 19'422 19'422 174'481 CHF 174'768 CHF 99.96% 99.96%
18.11.2024 0.18% 9.31 CHF 9.32 CHF 46'000 46'000 17'164 17'164 162'729 CHF 162'972 CHF 98.05% 98.05%
15.11.2024 0.20% 9.71 CHF 9.72 CHF 44'000 44'000 20'389 20'389 189'632 CHF 189'945 CHF 99.72% 99.72%
14.11.2024 0.20% 8.70 CHF 8.71 CHF 48'000 48'000 20'138 20'138 181'936 CHF 182'236 CHF 100.00% 100.00%
13.11.2024 0.30% 9.40 CHF 9.41 CHF 45'000 45'000 12'447 12'447 114'233 CHF 114'499 CHF 100.00% 100.00%
12.11.2024 0.21% 8.69 CHF 8.70 CHF 48'000 48'000 20'530 20'530 178'914 CHF 179'220 CHF 99.92% 99.92%
11.11.2024 0.20% 9.17 CHF 9.18 CHF 46'000 46'000 20'789 20'789 185'842 CHF 186'158 CHF 99.09% 99.09%
08.11.2024 0.20% 8.36 CHF 8.37 CHF 50'000 50'000 22'322 22'322 180'464 CHF 180'755 CHF 99.18% 99.18%
07.11.2024 0.20% 7.86 CHF 7.87 CHF 50'000 50'000 23'433 23'433 183'640 CHF 183'945 CHF 99.19% 99.19%

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