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 0.21% 8.38 CHF 8.39 CHF 47'000 47'000 19'646 19'646 167'286 CHF 167'578 CHF 99.89% 99.89%
19.11.2024 0.22% 8.39 CHF 8.40 CHF 47'000 47'000 19'422 19'422 161'043 CHF 161'330 CHF 99.96% 99.96%
18.11.2024 0.20% 8.62 CHF 8.63 CHF 46'000 46'000 17'164 17'164 150'770 CHF 151'012 CHF 98.05% 98.05%
15.11.2024 0.21% 9.01 CHF 9.02 CHF 44'000 44'000 20'521 20'521 176'591 CHF 176'905 CHF 98.69% 98.69%
14.11.2024 0.21% 8.00 CHF 8.01 CHF 48'000 48'000 20'140 20'140 167'920 CHF 168'220 CHF 100.00% 100.00%
13.11.2024 0.32% 8.71 CHF 8.72 CHF 45'000 45'000 12'447 12'447 105'617 CHF 105'883 CHF 100.00% 100.00%
12.11.2024 0.23% 8.00 CHF 8.01 CHF 48'000 48'000 20'529 20'529 164'757 CHF 165'063 CHF 99.92% 99.92%
11.11.2024 0.22% 8.48 CHF 8.49 CHF 46'000 46'000 20'789 20'789 171'503 CHF 171'819 CHF 99.09% 99.09%
08.11.2024 0.22% 7.68 CHF 7.69 CHF 50'000 50'000 22'213 22'213 164'400 CHF 164'691 CHF 98.80% 98.80%
07.11.2024 0.22% 7.17 CHF 7.18 CHF 50'000 50'000 23'523 23'523 168'254 CHF 168'559 CHF 98.14% 98.14%

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