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
22.11.2024 0.21% 8.95 CHF 8.96 CHF 45'000 45'000 20'453 20'453 178'519 CHF 178'833 CHF 100.00% 100.00%
20.11.2024 0.21% 8.50 CHF 8.51 CHF 47'000 47'000 19'648 19'648 169'593 CHF 169'884 CHF 99.90% 99.90%
19.11.2024 0.22% 8.51 CHF 8.52 CHF 47'000 47'000 19'423 19'423 163'467 CHF 163'754 CHF 99.96% 99.96%
18.11.2024 0.19% 8.73 CHF 8.74 CHF 46'000 46'000 17'164 17'164 152'679 CHF 152'921 CHF 98.05% 98.05%
15.11.2024 0.21% 9.11 CHF 9.12 CHF 44'000 44'000 20'454 20'454 178'350 CHF 178'664 CHF 99.36% 99.36%
14.11.2024 0.21% 8.14 CHF 8.15 CHF 48'000 48'000 20'140 20'140 170'396 CHF 170'696 CHF 100.00% 100.00%
13.11.2024 0.32% 8.82 CHF 8.83 CHF 45'000 45'000 12'447 12'447 107'103 CHF 107'369 CHF 100.00% 100.00%
12.11.2024 0.22% 8.13 CHF 8.14 CHF 48'000 48'000 20'529 20'529 167'432 CHF 167'738 CHF 99.92% 99.92%
11.11.2024 0.22% 8.60 CHF 8.61 CHF 46'000 46'000 20'791 20'791 174'078 CHF 174'394 CHF 99.09% 99.09%
08.11.2024 0.21% 7.82 CHF 7.83 CHF 50'000 50'000 22'321 22'321 168'456 CHF 168'748 CHF 99.18% 99.18%

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