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% 8.99 CHF 9.00 CHF 47'000 47'000 19'647 19'647 179'322 CHF 179'614 CHF 99.89% 99.89%
19.11.2024 0.20% 9.00 CHF 9.01 CHF 47'000 47'000 19'422 19'422 172'900 CHF 173'187 CHF 99.96% 99.96%
18.11.2024 0.18% 9.23 CHF 9.24 CHF 46'000 46'000 17'164 17'164 161'297 CHF 161'539 CHF 98.05% 98.05%
15.11.2024 0.20% 9.62 CHF 9.63 CHF 44'000 44'000 20'524 20'524 189'200 CHF 189'514 CHF 98.50% 98.50%
14.11.2024 0.20% 8.62 CHF 8.63 CHF 48'000 48'000 20'140 20'140 180'299 CHF 180'599 CHF 100.00% 100.00%
13.11.2024 0.30% 9.32 CHF 9.33 CHF 45'000 45'000 12'447 12'447 113'225 CHF 113'491 CHF 100.00% 100.00%
12.11.2024 0.21% 8.61 CHF 8.62 CHF 48'000 48'000 20'526 20'526 177'215 CHF 177'521 CHF 99.92% 99.92%
11.11.2024 0.20% 9.09 CHF 9.10 CHF 46'000 46'000 20'789 20'789 184'155 CHF 184'472 CHF 99.09% 99.09%
08.11.2024 0.20% 8.28 CHF 8.29 CHF 50'000 50'000 22'213 22'213 177'783 CHF 178'074 CHF 98.80% 98.80%
07.11.2024 0.20% 7.78 CHF 7.79 CHF 50'000 50'000 23'540 23'540 182'581 CHF 182'886 CHF 98.29% 98.29%

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