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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 | 0.99% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'463 CHF | 101'463 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.08% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 100'060 CHF | 101'065 CHF | 99.96% | 99.96% |
| 18.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'555 CHF | 99'555 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.17% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 98'218 | 98'210 | 95'229 CHF | 96'222 CHF | 99.99% | 99.99% |
| 14.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 97'844 CHF | 98'846 CHF | 99.27% | 99.27% |
| 13.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 99'584 | 99'584 | 97'820 CHF | 98'822 CHF | 93.66% | 93.66% |
| 12.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'078 CHF | 100'078 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'930 CHF | 98'930 CHF | 99.99% | 99.99% |
| 08.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'633 CHF | 97'633 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 92'929 CHF | 93'931 CHF | 99.99% | 99.99% |
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