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 0.27% 6.63 CHF 6.64 CHF 51'000 51'000 20'448 20'448 136'264 CHF 136'563 CHF 99.75% 99.75%
19.11.2024 0.28% 6.57 CHF 6.58 CHF 52'000 52'000 20'966 20'966 134'443 CHF 134'748 CHF 99.97% 99.97%
18.11.2024 0.29% 6.44 CHF 6.45 CHF 52'000 52'000 20'445 20'445 128'860 CHF 129'155 CHF 99.82% 99.82%
15.11.2024 0.26% 6.42 CHF 6.43 CHF 52'000 52'000 20'060 20'060 133'502 CHF 133'790 CHF 98.81% 98.81%
14.11.2024 0.25% 7.09 CHF 7.10 CHF 49'000 49'000 19'455 19'455 138'046 CHF 138'328 CHF 100.00% 100.00%
13.11.2024 0.25% 6.98 CHF 6.99 CHF 50'000 50'000 19'511 19'511 139'808 CHF 140'090 CHF 100.00% 100.00%
12.11.2024 0.29% 7.33 CHF 7.34 CHF 49'000 49'000 18'146 18'146 134'546 CHF 134'803 CHF 95.66% 99.59%
11.11.2024 0.23% 7.55 CHF 7.56 CHF 48'000 48'000 18'665 18'665 143'713 CHF 143'982 CHF 99.48% 99.48%
08.11.2024 0.22% 7.77 CHF 7.78 CHF 47'000 47'000 18'357 18'357 145'534 CHF 145'799 CHF 99.97% 99.97%
07.11.2024 0.44% 8.26 CHF 8.27 CHF 45'000 45'000 14'292 14'292 111'577 CHF 111'837 CHF 97.53% 97.53%

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