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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 | 1.14% | 8.91 CHF | 9.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 91'351 CHF | 92'394 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.16% | 8.53 CHF | 8.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 87'668 CHF | 88'694 CHF | 93.14% | 93.14% |
| 18.11.2024 | 1.11% | 8.34 CHF | 8.43 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 79'023 CHF | 79'903 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.17% | 7.06 CHF | 7.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 69'014 CHF | 69'824 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.27% | 6.76 CHF | 6.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'026 CHF | 62'811 CHF | 99.57% | 99.57% |
| 13.11.2024 | 1.19% | 6.64 CHF | 6.72 CHF | 10'000 | 10'000 | 10'000 | 9'970 | 65'792 CHF | 66'380 CHF | 99.32% | 99.32% |
| 12.11.2024 | 1.30% | 6.29 CHF | 6.38 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 68'629 CHF | 69'529 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.99% | 7.52 CHF | 7.59 CHF | 10'000 | 10'000 | 8'251 | 8'251 | 63'768 CHF | 64'381 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.32% | 5.95 CHF | 6.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'545 CHF | 60'334 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.92% | 6.51 CHF | 6.56 CHF | 20'000 | 20'000 | 14'966 | 14'966 | 98'261 CHF | 99'110 CHF | 88.62% | 88.62% |
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