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 0.21% 8.47 CHF 8.48 CHF 47'000 47'000 19'646 19'646 168'895 CHF 169'187 CHF 99.89% 99.89%
19.11.2024 0.22% 8.48 CHF 8.49 CHF 47'000 47'000 19'422 19'422 162'792 CHF 163'079 CHF 99.96% 99.96%
18.11.2024 0.19% 8.70 CHF 8.71 CHF 46'000 46'000 17'163 17'163 152'070 CHF 152'313 CHF 98.05% 98.05%
15.11.2024 0.21% 9.08 CHF 9.09 CHF 44'000 44'000 20'388 20'388 177'053 CHF 177'366 CHF 99.72% 99.72%
14.11.2024 0.21% 8.10 CHF 8.11 CHF 48'000 48'000 20'140 20'140 169'914 CHF 170'214 CHF 100.00% 100.00%
13.11.2024 0.32% 8.82 CHF 8.83 CHF 45'000 45'000 12'447 12'447 107'001 CHF 107'268 CHF 100.00% 100.00%
12.11.2024 0.22% 8.11 CHF 8.12 CHF 48'000 48'000 20'529 20'529 166'997 CHF 167'303 CHF 99.92% 99.92%
11.11.2024 0.22% 8.59 CHF 8.60 CHF 46'000 46'000 20'788 20'788 173'794 CHF 174'111 CHF 99.09% 99.09%
08.11.2024 0.22% 7.79 CHF 7.80 CHF 50'000 50'000 22'322 22'322 167'650 CHF 167'941 CHF 99.18% 99.18%
07.11.2024 0.21% 7.28 CHF 7.29 CHF 50'000 50'000 23'435 23'435 170'178 CHF 170'483 CHF 99.20% 99.20%

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