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% 8.21 CHF 8.22 CHF 47'000 47'000 19'646 19'646 163'840 CHF 164'132 CHF 99.89% 99.89%
19.11.2024 0.22% 8.22 CHF 8.23 CHF 47'000 47'000 19'423 19'423 157'657 CHF 157'944 CHF 99.96% 99.96%
18.11.2024 0.20% 8.44 CHF 8.45 CHF 46'000 46'000 17'164 17'164 147'790 CHF 148'032 CHF 98.05% 98.05%
15.11.2024 0.22% 8.83 CHF 8.84 CHF 44'000 44'000 20'589 20'589 173'586 CHF 173'901 CHF 97.75% 97.75%
14.11.2024 0.22% 7.83 CHF 7.84 CHF 48'000 48'000 20'140 20'140 164'375 CHF 164'675 CHF 100.00% 100.00%
13.11.2024 0.33% 8.54 CHF 8.55 CHF 45'000 45'000 12'447 12'447 103'465 CHF 103'732 CHF 100.00% 100.00%
12.11.2024 0.23% 7.83 CHF 7.84 CHF 48'000 48'000 20'529 20'529 161'171 CHF 161'477 CHF 99.92% 99.92%
11.11.2024 0.22% 8.31 CHF 8.32 CHF 46'000 46'000 20'790 20'790 167'929 CHF 168'245 CHF 99.09% 99.09%
08.11.2024 0.22% 7.51 CHF 7.52 CHF 50'000 50'000 22'213 22'213 160'598 CHF 160'889 CHF 98.80% 98.80%
07.11.2024 0.22% 7.00 CHF 7.01 CHF 50'000 50'000 23'559 23'559 164'431 CHF 164'736 CHF 97.78% 97.78%

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