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% 8.48 CHF 8.49 CHF 47'000 47'000 19'647 19'647 169'247 CHF 169'539 CHF 99.90% 99.90%
19.11.2024 0.22% 8.49 CHF 8.50 CHF 47'000 47'000 19'422 19'422 163'093 CHF 163'380 CHF 99.96% 99.96%
18.11.2024 0.19% 8.72 CHF 8.73 CHF 46'000 46'000 17'164 17'164 152'377 CHF 152'619 CHF 98.05% 98.05%
15.11.2024 0.21% 9.10 CHF 9.11 CHF 44'000 44'000 20'454 20'454 177'990 CHF 178'304 CHF 99.36% 99.36%
14.11.2024 0.21% 8.12 CHF 8.13 CHF 48'000 48'000 20'138 20'138 170'025 CHF 170'324 CHF 100.00% 100.00%
13.11.2024 0.32% 8.80 CHF 8.81 CHF 45'000 45'000 12'447 12'447 106'863 CHF 107'129 CHF 100.00% 100.00%
12.11.2024 0.22% 8.12 CHF 8.13 CHF 48'000 48'000 20'530 20'530 167'086 CHF 167'393 CHF 99.92% 99.92%
11.11.2024 0.22% 8.58 CHF 8.59 CHF 46'000 46'000 20'789 20'789 173'718 CHF 174'035 CHF 99.09% 99.09%
08.11.2024 0.21% 7.80 CHF 7.81 CHF 50'000 50'000 22'322 22'322 168'100 CHF 168'391 CHF 99.18% 99.18%
07.11.2024 0.21% 7.31 CHF 7.32 CHF 50'000 50'000 23'433 23'433 170'856 CHF 171'160 CHF 99.19% 99.19%

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