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% 8.29 CHF 8.30 CHF 51'000 51'000 20'446 20'446 170'169 CHF 170'468 CHF 99.75% 99.75%
19.11.2024 0.22% 8.22 CHF 8.23 CHF 52'000 52'000 20'965 20'965 169'080 CHF 169'386 CHF 99.97% 99.97%
18.11.2024 0.23% 8.10 CHF 8.11 CHF 52'000 52'000 20'466 20'466 162'957 CHF 163'252 CHF 99.88% 99.88%
15.11.2024 0.21% 8.08 CHF 8.09 CHF 52'000 52'000 20'060 20'060 166'875 CHF 167'164 CHF 98.81% 98.81%
14.11.2024 0.21% 8.75 CHF 8.76 CHF 49'000 49'000 19'454 19'454 170'460 CHF 170'741 CHF 100.00% 100.00%
13.11.2024 0.20% 8.64 CHF 8.65 CHF 50'000 50'000 19'511 19'511 172'120 CHF 172'402 CHF 100.00% 100.00%
12.11.2024 0.24% 8.98 CHF 8.99 CHF 49'000 49'000 18'127 18'127 164'414 CHF 164'671 CHF 95.89% 99.82%
11.11.2024 0.19% 9.20 CHF 9.21 CHF 48'000 48'000 18'698 18'698 174'869 CHF 175'139 CHF 99.59% 99.59%
08.11.2024 0.19% 9.41 CHF 9.42 CHF 47'000 47'000 18'367 18'367 175'746 CHF 176'011 CHF 100.00% 100.00%
07.11.2024 0.36% 9.90 CHF 9.91 CHF 45'000 45'000 14'459 14'459 136'684 CHF 136'945 CHF 98.05% 98.05%

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