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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 | 0.84% | 1.18 CHF | 1.19 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 62'235 CHF | 62'762 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 60'954 CHF | 61'489 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 58'971 CHF | 59'506 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 56'741 CHF | 57'282 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 53'378 CHF | 53'925 CHF | 99.33% | 99.33% |
| 13.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 55'546 CHF | 56'091 CHF | 100.00% | 100.00% |
| 12.11.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 56'659 CHF | 57'212 CHF | 68.32% | 100.00% |
| 11.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 61'643 CHF | 62'170 CHF | 99.93% | 99.93% |
| 08.11.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 66'472 CHF | 66'989 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 75'237 CHF | 75'734 CHF | 98.53% | 98.53% |
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