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% 7.71 CHF 7.72 CHF 51'000 51'000 20'448 20'448 158'340 CHF 158'638 CHF 99.75% 99.75%
19.11.2024 0.24% 7.65 CHF 7.66 CHF 52'000 52'000 20'965 20'965 157'003 CHF 157'309 CHF 99.97% 99.97%
18.11.2024 0.24% 7.52 CHF 7.53 CHF 52'000 52'000 20'445 20'445 150'972 CHF 151'266 CHF 99.82% 99.82%
15.11.2024 0.23% 7.50 CHF 7.51 CHF 52'000 52'000 20'049 20'049 155'130 CHF 155'419 CHF 98.78% 98.78%
14.11.2024 0.22% 8.17 CHF 8.18 CHF 49'000 49'000 19'451 19'451 159'067 CHF 159'349 CHF 100.00% 100.00%
13.11.2024 0.22% 8.05 CHF 8.06 CHF 50'000 50'000 19'511 19'511 160'775 CHF 161'057 CHF 100.00% 100.00%
12.11.2024 0.25% 8.40 CHF 8.41 CHF 49'000 49'000 18'157 18'157 154'134 CHF 154'391 CHF 95.68% 99.61%
11.11.2024 0.20% 8.62 CHF 8.63 CHF 48'000 48'000 18'666 18'666 163'706 CHF 163'975 CHF 99.48% 99.48%
08.11.2024 0.20% 8.83 CHF 8.84 CHF 47'000 47'000 18'328 18'328 164'769 CHF 165'034 CHF 99.87% 99.87%
07.11.2024 0.39% 9.32 CHF 9.33 CHF 45'000 45'000 14'289 14'289 126'730 CHF 126'990 CHF 97.52% 97.52%

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