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 0.24% 7.66 CHF 7.67 CHF 51'000 51'000 20'447 20'447 157'371 CHF 157'669 CHF 99.75% 99.75%
19.11.2024 0.24% 7.60 CHF 7.61 CHF 52'000 52'000 20'965 20'965 155'985 CHF 156'290 CHF 99.97% 99.97%
18.11.2024 0.25% 7.47 CHF 7.48 CHF 52'000 52'000 20'466 20'466 150'130 CHF 150'425 CHF 99.88% 99.88%
15.11.2024 0.23% 7.45 CHF 7.46 CHF 52'000 52'000 20'060 20'060 154'270 CHF 154'558 CHF 98.81% 98.81%
14.11.2024 0.22% 8.13 CHF 8.14 CHF 49'000 49'000 19'455 19'455 158'244 CHF 158'526 CHF 100.00% 100.00%
13.11.2024 0.22% 8.01 CHF 8.02 CHF 50'000 50'000 19'511 19'511 159'962 CHF 160'245 CHF 100.00% 100.00%
12.11.2024 0.25% 8.36 CHF 8.37 CHF 49'000 49'000 18'127 18'127 153'126 CHF 153'383 CHF 95.89% 99.82%
11.11.2024 0.20% 8.58 CHF 8.59 CHF 48'000 48'000 18'698 18'698 163'249 CHF 163'519 CHF 99.59% 99.59%
08.11.2024 0.20% 8.79 CHF 8.80 CHF 47'000 47'000 18'367 18'367 164'423 CHF 164'688 CHF 100.00% 100.00%
07.11.2024 0.39% 9.29 CHF 9.30 CHF 45'000 45'000 14'458 14'458 127'785 CHF 128'046 CHF 98.05% 98.05%

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