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 19'647 19'647 167'364 CHF 167'656 CHF 99.90% 99.90%
19.11.2024 0.22% 8.39 CHF 8.40 CHF 47'000 47'000 19'423 19'423 161'119 CHF 161'406 CHF 99.96% 99.96%
18.11.2024 0.20% 8.62 CHF 8.63 CHF 46'000 46'000 17'164 17'164 150'861 CHF 151'103 CHF 98.05% 98.05%
15.11.2024 0.22% 9.01 CHF 9.02 CHF 44'000 44'000 20'389 20'389 175'506 CHF 175'820 CHF 99.72% 99.72%
14.11.2024 0.21% 8.01 CHF 8.02 CHF 48'000 48'000 20'140 20'140 167'989 CHF 168'289 CHF 100.00% 100.00%
13.11.2024 0.32% 8.71 CHF 8.72 CHF 45'000 45'000 12'447 12'447 105'687 CHF 105'953 CHF 100.00% 100.00%
12.11.2024 0.23% 8.00 CHF 8.01 CHF 48'000 48'000 20'524 20'524 164'790 CHF 165'096 CHF 99.92% 99.92%
11.11.2024 0.22% 8.48 CHF 8.49 CHF 46'000 46'000 20'789 20'789 171'569 CHF 171'886 CHF 99.09% 99.09%
08.11.2024 0.22% 7.68 CHF 7.69 CHF 50'000 50'000 22'321 22'321 165'265 CHF 165'556 CHF 99.18% 99.18%
07.11.2024 0.22% 7.18 CHF 7.19 CHF 50'000 50'000 23'435 23'435 167'716 CHF 168'020 CHF 99.19% 99.19%

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