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 0.22% 8.11 CHF 8.12 CHF 47'000 47'000 19'648 19'648 161'915 CHF 162'206 CHF 99.90% 99.90%
19.11.2024 0.23% 8.12 CHF 8.13 CHF 47'000 47'000 19'422 19'422 155'760 CHF 156'047 CHF 99.96% 99.96%
18.11.2024 0.20% 8.34 CHF 8.35 CHF 46'000 46'000 17'164 17'164 146'088 CHF 146'331 CHF 98.05% 98.05%
15.11.2024 0.22% 8.74 CHF 8.75 CHF 44'000 44'000 20'544 20'544 171'151 CHF 171'466 CHF 98.32% 98.32%
14.11.2024 0.22% 7.73 CHF 7.74 CHF 48'000 48'000 20'138 20'138 162'397 CHF 162'697 CHF 100.00% 100.00%
13.11.2024 0.34% 8.44 CHF 8.45 CHF 45'000 45'000 12'447 12'447 102'229 CHF 102'495 CHF 100.00% 100.00%
12.11.2024 0.23% 7.73 CHF 7.74 CHF 48'000 48'000 20'529 20'529 159'179 CHF 159'485 CHF 99.92% 99.92%
11.11.2024 0.23% 8.21 CHF 8.22 CHF 46'000 46'000 20'789 20'789 165'867 CHF 166'184 CHF 99.09% 99.09%
08.11.2024 0.23% 7.41 CHF 7.42 CHF 50'000 50'000 22'213 22'213 158'429 CHF 158'720 CHF 98.80% 98.80%
07.11.2024 0.22% 6.91 CHF 6.92 CHF 50'000 50'000 23'530 23'530 161'965 CHF 162'270 CHF 97.94% 97.94%

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