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% 7.56 CHF 7.57 CHF 51'000 51'000 20'449 20'449 155'386 CHF 155'685 CHF 99.75% 99.75%
19.11.2024 0.25% 7.50 CHF 7.51 CHF 52'000 52'000 20'965 20'965 153'950 CHF 154'255 CHF 99.97% 99.97%
18.11.2024 0.25% 7.38 CHF 7.39 CHF 52'000 52'000 20'469 20'469 148'124 CHF 148'419 CHF 99.89% 99.89%
15.11.2024 0.23% 7.36 CHF 7.37 CHF 52'000 52'000 20'060 20'060 152'306 CHF 152'594 CHF 98.81% 98.81%
14.11.2024 0.22% 8.03 CHF 8.04 CHF 49'000 49'000 19'454 19'454 156'338 CHF 156'620 CHF 100.00% 100.00%
13.11.2024 0.22% 7.91 CHF 7.92 CHF 50'000 50'000 19'509 19'509 158'025 CHF 158'308 CHF 100.00% 100.00%
12.11.2024 0.26% 8.26 CHF 8.27 CHF 49'000 49'000 18'128 18'128 151'360 CHF 151'616 CHF 95.89% 99.82%
11.11.2024 0.21% 8.48 CHF 8.49 CHF 48'000 48'000 18'700 18'700 161'453 CHF 161'723 CHF 99.59% 99.59%
08.11.2024 0.20% 8.70 CHF 8.71 CHF 47'000 47'000 18'367 18'367 162'659 CHF 162'924 CHF 100.00% 100.00%
07.11.2024 0.39% 9.19 CHF 9.20 CHF 45'000 45'000 14'458 14'458 126'394 CHF 126'655 CHF 98.05% 98.05%

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