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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 | 0.12% | 8.25 CHF | 8.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 629'164 CHF | 629'914 CHF | 99.95% | 99.95% |
| 19.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 620'401 CHF | 621'151 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 631'628 CHF | 632'378 CHF | 98.86% | 98.86% |
| 15.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 639'926 CHF | 640'676 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 655'561 CHF | 656'311 CHF | 100.00% | 100.00% |
| 13.11.2024 | 0.11% | 8.66 CHF | 8.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 652'115 CHF | 652'865 CHF | 99.87% | 99.87% |
| 12.11.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 681'454 CHF | 682'204 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 692'249 CHF | 692'999 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 670'269 CHF | 671'019 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 676'028 CHF | 676'778 CHF | 99.68% | 99.68% |
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