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 0.22% 8.26 CHF 8.27 CHF 51'000 51'000 20'446 20'446 169'652 CHF 169'950 CHF 99.75% 99.75%
19.11.2024 0.23% 8.20 CHF 8.21 CHF 52'000 52'000 20'967 20'967 168'589 CHF 168'894 CHF 99.97% 99.97%
18.11.2024 0.23% 8.08 CHF 8.09 CHF 52'000 52'000 20'443 20'443 162'295 CHF 162'590 CHF 99.81% 99.81%
15.11.2024 0.21% 8.06 CHF 8.07 CHF 52'000 52'000 20'059 20'059 166'357 CHF 166'645 CHF 98.81% 98.81%
14.11.2024 0.21% 8.73 CHF 8.74 CHF 49'000 49'000 19'451 19'451 169'887 CHF 170'168 CHF 100.00% 100.00%
13.11.2024 0.20% 8.61 CHF 8.62 CHF 50'000 50'000 19'513 19'513 171'575 CHF 171'857 CHF 100.00% 100.00%
12.11.2024 0.24% 8.96 CHF 8.97 CHF 49'000 49'000 18'158 18'158 164'143 CHF 164'400 CHF 95.68% 99.61%
11.11.2024 0.19% 9.17 CHF 9.18 CHF 48'000 48'000 18'665 18'665 173'958 CHF 174'228 CHF 99.47% 99.47%
08.11.2024 0.19% 9.38 CHF 9.39 CHF 47'000 47'000 18'344 18'344 174'912 CHF 175'177 CHF 99.92% 99.92%
07.11.2024 0.36% 9.87 CHF 9.88 CHF 45'000 45'000 14'297 14'297 134'614 CHF 134'874 CHF 97.55% 97.55%

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