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 0.25% 7.31 CHF 7.32 CHF 51'000 51'000 20'447 20'447 150'258 CHF 150'556 CHF 99.75% 99.75%
19.11.2024 0.26% 7.25 CHF 7.26 CHF 52'000 52'000 20'966 20'966 148'758 CHF 149'064 CHF 99.97% 99.97%
18.11.2024 0.26% 7.13 CHF 7.14 CHF 52'000 52'000 20'444 20'444 142'880 CHF 143'174 CHF 99.82% 99.82%
15.11.2024 0.24% 7.11 CHF 7.12 CHF 52'000 52'000 20'059 20'059 147'273 CHF 147'561 CHF 98.81% 98.81%
14.11.2024 0.23% 7.78 CHF 7.79 CHF 49'000 49'000 19'451 19'451 151'386 CHF 151'668 CHF 100.00% 100.00%
13.11.2024 0.23% 7.66 CHF 7.67 CHF 50'000 50'000 19'513 19'513 153'127 CHF 153'409 CHF 100.00% 100.00%
12.11.2024 0.26% 8.01 CHF 8.02 CHF 49'000 49'000 18'151 18'151 146'961 CHF 147'219 CHF 95.66% 99.59%
11.11.2024 0.21% 8.23 CHF 8.24 CHF 48'000 48'000 18'665 18'665 156'395 CHF 156'665 CHF 99.48% 99.48%
08.11.2024 0.21% 8.44 CHF 8.45 CHF 47'000 47'000 18'342 18'342 157'780 CHF 158'045 CHF 99.91% 99.91%
07.11.2024 0.41% 8.93 CHF 8.94 CHF 45'000 45'000 14'295 14'295 121'245 CHF 121'505 CHF 97.54% 97.54%

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