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% 9.10 CHF 9.11 CHF 47'000 47'000 19'646 19'646 181'332 CHF 181'624 CHF 99.89% 99.89%
19.11.2024 0.20% 9.10 CHF 9.11 CHF 47'000 47'000 19'423 19'423 174'894 CHF 175'181 CHF 99.96% 99.96%
18.11.2024 0.18% 9.33 CHF 9.34 CHF 46'000 46'000 17'164 17'164 163'064 CHF 163'306 CHF 98.05% 98.05%
15.11.2024 0.20% 9.73 CHF 9.74 CHF 44'000 44'000 20'544 20'544 191'518 CHF 191'833 CHF 98.32% 98.32%
14.11.2024 0.20% 8.72 CHF 8.73 CHF 48'000 48'000 20'138 20'138 182'331 CHF 182'631 CHF 100.00% 100.00%
13.11.2024 0.30% 9.42 CHF 9.43 CHF 45'000 45'000 12'447 12'447 114'499 CHF 114'765 CHF 100.00% 100.00%
12.11.2024 0.21% 8.71 CHF 8.72 CHF 48'000 48'000 20'529 20'529 179'347 CHF 179'653 CHF 99.92% 99.92%
11.11.2024 0.20% 9.19 CHF 9.20 CHF 46'000 46'000 20'789 20'789 186'246 CHF 186'563 CHF 99.09% 99.09%
08.11.2024 0.20% 8.38 CHF 8.39 CHF 50'000 50'000 22'213 22'213 180'027 CHF 180'318 CHF 98.80% 98.80%
07.11.2024 0.20% 7.88 CHF 7.89 CHF 50'000 50'000 23'538 23'538 184'905 CHF 185'210 CHF 98.30% 98.30%

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