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 0.20% 8.98 CHF 8.99 CHF 47'000 47'000 19'647 19'647 179'016 CHF 179'308 CHF 99.90% 99.90%
19.11.2024 0.20% 8.99 CHF 9.00 CHF 47'000 47'000 19'423 19'423 172'634 CHF 172'921 CHF 99.96% 99.96%
18.11.2024 0.18% 9.22 CHF 9.23 CHF 46'000 46'000 17'164 17'164 161'055 CHF 161'297 CHF 98.05% 98.05%
15.11.2024 0.20% 9.61 CHF 9.62 CHF 44'000 44'000 20'388 20'388 187'634 CHF 187'948 CHF 99.72% 99.72%
14.11.2024 0.20% 8.60 CHF 8.61 CHF 48'000 48'000 20'140 20'140 179'980 CHF 180'279 CHF 100.00% 100.00%
13.11.2024 0.30% 9.30 CHF 9.31 CHF 45'000 45'000 12'447 12'447 113'029 CHF 113'295 CHF 100.00% 100.00%
12.11.2024 0.21% 8.60 CHF 8.61 CHF 48'000 48'000 20'529 20'529 176'953 CHF 177'259 CHF 99.92% 99.92%
11.11.2024 0.21% 9.07 CHF 9.08 CHF 46'000 46'000 20'790 20'790 183'838 CHF 184'155 CHF 99.09% 99.09%
08.11.2024 0.20% 8.27 CHF 8.28 CHF 50'000 50'000 22'322 22'322 178'324 CHF 178'616 CHF 99.18% 99.18%
07.11.2024 0.20% 7.76 CHF 7.77 CHF 50'000 50'000 23'435 23'435 181'400 CHF 181'704 CHF 99.19% 99.19%

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