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 0.23% 7.89 CHF 7.90 CHF 51'000 51'000 20'448 20'448 162'128 CHF 162'426 CHF 99.75% 99.75%
19.11.2024 0.24% 7.83 CHF 7.84 CHF 52'000 52'000 20'965 20'965 160'866 CHF 161'172 CHF 99.97% 99.97%
18.11.2024 0.24% 7.71 CHF 7.72 CHF 52'000 52'000 20'467 20'467 154'903 CHF 155'198 CHF 99.89% 99.89%
15.11.2024 0.22% 7.69 CHF 7.70 CHF 52'000 52'000 20'060 20'060 158'954 CHF 159'243 CHF 98.81% 98.81%
14.11.2024 0.22% 8.36 CHF 8.37 CHF 49'000 49'000 19'454 19'454 162'785 CHF 163'067 CHF 100.00% 100.00%
13.11.2024 0.21% 8.24 CHF 8.25 CHF 50'000 50'000 19'510 19'510 164'462 CHF 164'744 CHF 100.00% 100.00%
12.11.2024 0.25% 8.59 CHF 8.60 CHF 49'000 49'000 18'127 18'127 157'319 CHF 157'576 CHF 95.89% 99.82%
11.11.2024 0.20% 8.81 CHF 8.82 CHF 48'000 48'000 18'699 18'699 167'571 CHF 167'841 CHF 99.59% 99.59%
08.11.2024 0.19% 9.02 CHF 9.03 CHF 47'000 47'000 18'367 18'367 168'641 CHF 168'907 CHF 100.00% 100.00%
07.11.2024 0.38% 9.52 CHF 9.53 CHF 45'000 45'000 14'458 14'458 131'093 CHF 131'354 CHF 98.05% 98.05%

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