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% 8.59 CHF 8.60 CHF 47'000 47'000 19'646 19'646 171'457 CHF 171'748 CHF 99.89% 99.89%
19.11.2024 0.21% 8.60 CHF 8.61 CHF 47'000 47'000 19'422 19'422 165'159 CHF 165'446 CHF 99.96% 99.96%
18.11.2024 0.19% 8.83 CHF 8.84 CHF 46'000 46'000 17'164 17'164 154'448 CHF 154'690 CHF 98.05% 98.05%
15.11.2024 0.21% 9.22 CHF 9.23 CHF 44'000 44'000 20'569 20'569 181'410 CHF 181'725 CHF 97.99% 97.99%
14.11.2024 0.21% 8.22 CHF 8.23 CHF 48'000 48'000 20'148 20'148 172'282 CHF 172'582 CHF 99.90% 99.90%
13.11.2024 0.32% 8.92 CHF 8.93 CHF 45'000 45'000 12'446 12'446 108'251 CHF 108'517 CHF 100.00% 100.00%
12.11.2024 0.22% 8.21 CHF 8.22 CHF 48'000 48'000 20'530 20'530 169'103 CHF 169'409 CHF 99.92% 99.92%
11.11.2024 0.21% 8.69 CHF 8.70 CHF 46'000 46'000 20'788 20'788 175'883 CHF 176'199 CHF 99.09% 99.09%
08.11.2024 0.21% 7.89 CHF 7.90 CHF 50'000 50'000 22'213 22'213 169'054 CHF 169'345 CHF 98.80% 98.80%
07.11.2024 0.21% 7.38 CHF 7.39 CHF 50'000 50'000 23'523 23'523 173'186 CHF 173'491 CHF 98.15% 98.15%

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