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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 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'073 CHF | 81'573 CHF | 99.46% | 99.46% |
| 19.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'061 CHF | 82'561 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'245 CHF | 78'745 CHF | 99.29% | 99.29% |
| 15.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 49'998 | 73'845 CHF | 74'342 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'160 CHF | 68'660 CHF | 100.00% | 100.00% |
| 13.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'230 CHF | 72'730 CHF | 100.00% | 100.00% |
| 12.11.2024 | 0.66% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'010 CHF | 75'510 CHF | 99.81% | 99.81% |
| 11.11.2024 | 0.58% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'307 CHF | 85'807 CHF | 99.77% | 99.77% |
| 08.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'659 CHF | 88'159 CHF | 99.16% | 99.16% |
| 07.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'512 CHF | 89'012 CHF | 99.96% | 99.96% |
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