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% 7.99 CHF 8.00 CHF 51'000 51'000 20'449 20'449 164'162 CHF 164'460 CHF 99.76% 99.76%
19.11.2024 0.23% 7.93 CHF 7.94 CHF 52'000 52'000 20'966 20'966 162'926 CHF 163'231 CHF 99.97% 99.97%
18.11.2024 0.24% 7.81 CHF 7.82 CHF 52'000 52'000 20'469 20'469 156'926 CHF 157'221 CHF 99.89% 99.89%
15.11.2024 0.22% 7.79 CHF 7.80 CHF 52'000 52'000 20'060 20'060 160'930 CHF 161'218 CHF 98.81% 98.81%
14.11.2024 0.21% 8.46 CHF 8.47 CHF 49'000 49'000 19'456 19'456 164'723 CHF 165'004 CHF 100.00% 100.00%
13.11.2024 0.21% 8.34 CHF 8.35 CHF 50'000 50'000 19'510 19'510 166'391 CHF 166'673 CHF 100.00% 100.00%
12.11.2024 0.24% 8.69 CHF 8.70 CHF 49'000 49'000 18'127 18'127 159'104 CHF 159'361 CHF 95.89% 99.82%
11.11.2024 0.20% 8.91 CHF 8.92 CHF 48'000 48'000 18'699 18'699 169'410 CHF 169'679 CHF 99.59% 99.59%
08.11.2024 0.19% 9.12 CHF 9.13 CHF 47'000 47'000 18'367 18'367 170'424 CHF 170'689 CHF 100.00% 100.00%
07.11.2024 0.37% 9.61 CHF 9.62 CHF 45'000 45'000 14'458 14'458 132'490 CHF 132'751 CHF 98.05% 98.05%

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