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% 8.07 CHF 8.08 CHF 51'000 51'000 20'447 20'447 165'757 CHF 166'055 CHF 99.75% 99.75%
19.11.2024 0.23% 8.01 CHF 8.02 CHF 52'000 52'000 20'967 20'967 164'597 CHF 164'903 CHF 99.97% 99.97%
18.11.2024 0.23% 7.89 CHF 7.90 CHF 52'000 52'000 20'444 20'444 158'384 CHF 158'679 CHF 99.82% 99.82%
15.11.2024 0.22% 7.87 CHF 7.88 CHF 52'000 52'000 20'060 20'060 162'515 CHF 162'803 CHF 98.81% 98.81%
14.11.2024 0.21% 8.54 CHF 8.55 CHF 49'000 49'000 19'454 19'454 166'184 CHF 166'466 CHF 100.00% 100.00%
13.11.2024 0.21% 8.42 CHF 8.43 CHF 50'000 50'000 19'511 19'511 167'854 CHF 168'136 CHF 100.00% 100.00%
12.11.2024 0.24% 8.77 CHF 8.78 CHF 49'000 49'000 18'151 18'151 160'642 CHF 160'899 CHF 95.71% 99.64%
11.11.2024 0.19% 8.98 CHF 8.99 CHF 48'000 48'000 18'664 18'664 170'424 CHF 170'693 CHF 99.47% 99.47%
08.11.2024 0.19% 9.19 CHF 9.20 CHF 47'000 47'000 18'323 18'323 171'276 CHF 171'542 CHF 99.85% 99.85%
07.11.2024 0.37% 9.68 CHF 9.69 CHF 45'000 45'000 14'278 14'278 131'735 CHF 131'994 CHF 97.49% 97.49%

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