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 0.26% 6.82 CHF 6.83 CHF 51'000 51'000 20'449 20'449 140'102 CHF 140'400 CHF 99.76% 99.76%
19.11.2024 0.27% 6.76 CHF 6.77 CHF 52'000 52'000 20'965 20'965 138'377 CHF 138'682 CHF 99.97% 99.97%
18.11.2024 0.28% 6.63 CHF 6.64 CHF 52'000 52'000 20'446 20'446 132'731 CHF 133'026 CHF 99.82% 99.82%
15.11.2024 0.26% 6.61 CHF 6.62 CHF 52'000 52'000 20'060 20'060 137'277 CHF 137'566 CHF 98.81% 98.81%
14.11.2024 0.25% 7.28 CHF 7.29 CHF 49'000 49'000 19'455 19'455 141'719 CHF 142'000 CHF 100.00% 100.00%
13.11.2024 0.24% 7.17 CHF 7.18 CHF 50'000 50'000 19'511 19'511 143'454 CHF 143'736 CHF 100.00% 100.00%
12.11.2024 0.28% 7.52 CHF 7.53 CHF 49'000 49'000 18'151 18'151 137'977 CHF 138'234 CHF 95.73% 99.66%
11.11.2024 0.23% 7.74 CHF 7.75 CHF 48'000 48'000 18'661 18'661 147'164 CHF 147'433 CHF 99.46% 99.46%
08.11.2024 0.22% 7.95 CHF 7.96 CHF 47'000 47'000 18'343 18'343 148'821 CHF 149'087 CHF 99.92% 99.92%
07.11.2024 0.43% 8.45 CHF 8.46 CHF 45'000 45'000 14'301 14'301 114'300 CHF 114'560 CHF 97.56% 97.56%

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