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% 8.89 CHF 8.90 CHF 47'000 47'000 19'648 19'648 177'347 CHF 177'639 CHF 99.90% 99.90%
19.11.2024 0.21% 8.90 CHF 8.91 CHF 47'000 47'000 19'422 19'422 170'984 CHF 171'271 CHF 99.96% 99.96%
18.11.2024 0.19% 9.13 CHF 9.14 CHF 46'000 46'000 17'164 17'164 159'593 CHF 159'835 CHF 98.05% 98.05%
15.11.2024 0.20% 9.52 CHF 9.53 CHF 44'000 44'000 20'569 20'569 187'586 CHF 187'901 CHF 97.99% 97.99%
14.11.2024 0.20% 8.52 CHF 8.53 CHF 48'000 48'000 20'140 20'140 178'262 CHF 178'561 CHF 100.00% 100.00%
13.11.2024 0.31% 9.22 CHF 9.23 CHF 45'000 45'000 12'446 12'446 111'988 CHF 112'254 CHF 100.00% 100.00%
12.11.2024 0.21% 8.51 CHF 8.52 CHF 48'000 48'000 20'529 20'529 175'218 CHF 175'524 CHF 99.92% 99.92%
11.11.2024 0.21% 8.99 CHF 9.00 CHF 46'000 46'000 20'789 20'789 182'069 CHF 182'386 CHF 99.09% 99.09%
08.11.2024 0.21% 8.18 CHF 8.19 CHF 50'000 50'000 22'213 22'213 175'608 CHF 175'899 CHF 98.80% 98.80%
07.11.2024 0.20% 7.68 CHF 7.69 CHF 50'000 50'000 23'540 23'540 180'233 CHF 180'538 CHF 98.29% 98.29%

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