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% 8.69 CHF 8.70 CHF 47'000 47'000 19'646 19'646 173'437 CHF 173'729 CHF 99.90% 99.90%
19.11.2024 0.21% 8.70 CHF 8.71 CHF 47'000 47'000 19'423 19'423 167'114 CHF 167'401 CHF 99.96% 99.96%
18.11.2024 0.19% 8.93 CHF 8.94 CHF 46'000 46'000 17'164 17'164 156'158 CHF 156'400 CHF 98.05% 98.05%
15.11.2024 0.21% 9.32 CHF 9.33 CHF 44'000 44'000 20'525 20'525 183'043 CHF 183'358 CHF 98.50% 98.50%
14.11.2024 0.21% 8.32 CHF 8.33 CHF 48'000 48'000 20'138 20'138 174'242 CHF 174'542 CHF 100.00% 100.00%
13.11.2024 0.31% 9.02 CHF 9.03 CHF 45'000 45'000 12'447 12'447 109'508 CHF 109'774 CHF 100.00% 100.00%
12.11.2024 0.22% 8.31 CHF 8.32 CHF 48'000 48'000 20'529 20'529 171'127 CHF 171'433 CHF 99.92% 99.92%
11.11.2024 0.21% 8.79 CHF 8.80 CHF 46'000 46'000 20'789 20'789 177'977 CHF 178'294 CHF 99.09% 99.09%
08.11.2024 0.21% 7.99 CHF 8.00 CHF 50'000 50'000 22'213 22'213 171'262 CHF 171'553 CHF 98.80% 98.80%
07.11.2024 0.21% 7.48 CHF 7.49 CHF 50'000 50'000 23'521 23'521 175'471 CHF 175'776 CHF 98.14% 98.14%

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