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% 7.80 CHF 7.81 CHF 51'000 51'000 20'447 20'447 160'113 CHF 160'411 CHF 99.75% 99.75%
19.11.2024 0.24% 7.73 CHF 7.74 CHF 52'000 52'000 20'967 20'967 158'807 CHF 159'113 CHF 99.97% 99.97%
18.11.2024 0.24% 7.61 CHF 7.62 CHF 52'000 52'000 20'466 20'466 152'870 CHF 153'165 CHF 99.88% 99.88%
15.11.2024 0.22% 7.59 CHF 7.60 CHF 52'000 52'000 20'059 20'059 156'979 CHF 157'268 CHF 98.81% 98.81%
14.11.2024 0.22% 8.26 CHF 8.27 CHF 49'000 49'000 19'451 19'451 160'836 CHF 161'118 CHF 100.00% 100.00%
13.11.2024 0.21% 8.15 CHF 8.16 CHF 50'000 50'000 19'513 19'513 162'565 CHF 162'848 CHF 100.00% 100.00%
12.11.2024 0.25% 8.50 CHF 8.51 CHF 49'000 49'000 18'128 18'128 155'545 CHF 155'802 CHF 95.89% 99.82%
11.11.2024 0.20% 8.71 CHF 8.72 CHF 48'000 48'000 18'699 18'699 165'741 CHF 166'011 CHF 99.59% 99.59%
08.11.2024 0.20% 8.92 CHF 8.93 CHF 47'000 47'000 18'367 18'367 166'860 CHF 167'125 CHF 100.00% 100.00%
07.11.2024 0.38% 9.42 CHF 9.43 CHF 45'000 45'000 14'458 14'458 129'688 CHF 129'949 CHF 98.05% 98.05%

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