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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 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'178 CHF | 103'178 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.10% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 98'344 CHF | 99'350 CHF | 99.97% | 99.97% |
| 18.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'812 CHF | 104'812 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.08% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 98'219 | 98'213 | 103'207 CHF | 104'201 CHF | 99.99% | 99.99% |
| 14.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 105'317 CHF | 106'320 CHF | 99.26% | 99.26% |
| 13.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 99'593 | 99'593 | 99'312 CHF | 100'314 CHF | 95.64% | 95.64% |
| 12.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'669 CHF | 99'669 CHF | 99.99% | 99.99% |
| 11.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'317 CHF | 97'317 CHF | 99.99% | 99.99% |
| 08.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'200 CHF | 90'200 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 91'619 CHF | 92'620 CHF | 99.99% | 99.99% |
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