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 19'646 164'018 CHF 164'310 CHF 99.90% 99.90%
19.11.2024 0.22% 8.22 CHF 8.23 CHF 47'000 47'000 19'422 19'422 157'818 CHF 158'105 CHF 99.96% 99.96%
18.11.2024 0.20% 8.45 CHF 8.46 CHF 46'000 46'000 17'163 17'163 147'938 CHF 148'180 CHF 98.05% 98.05%
15.11.2024 0.22% 8.84 CHF 8.85 CHF 44'000 44'000 20'389 20'389 172'024 CHF 172'338 CHF 99.72% 99.72%
14.11.2024 0.22% 7.84 CHF 7.85 CHF 48'000 48'000 20'140 20'140 164'553 CHF 164'853 CHF 100.00% 100.00%
13.11.2024 0.33% 8.54 CHF 8.55 CHF 45'000 45'000 12'447 12'447 103'574 CHF 103'840 CHF 100.00% 100.00%
12.11.2024 0.23% 7.84 CHF 7.85 CHF 48'000 48'000 20'522 20'522 161'296 CHF 161'602 CHF 99.92% 99.92%
11.11.2024 0.22% 8.32 CHF 8.33 CHF 46'000 46'000 20'788 20'788 168'095 CHF 168'412 CHF 99.09% 99.09%
08.11.2024 0.22% 7.52 CHF 7.53 CHF 50'000 50'000 22'322 22'322 161'564 CHF 161'856 CHF 99.18% 99.18%
07.11.2024 0.22% 7.01 CHF 7.02 CHF 50'000 50'000 23'433 23'433 163'775 CHF 164'079 CHF 99.19% 99.19%

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