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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 | 1.73% | 1.71 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'520 CHF | 91'079 CHF | 86.76% | 86.76% |
| 19.11.2024 | 1.44% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'269 CHF | 83'458 CHF | 95.31% | 95.31% |
| 18.11.2024 | 1.55% | 1.76 CHF | 1.78 CHF | 50'000 | 50'000 | 46'741 | 45'926 | 80'586 CHF | 80'387 CHF | 91.23% | 91.23% |
| 15.11.2024 | 1.44% | 1.68 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'743 CHF | 85'975 CHF | 98.83% | 98.83% |
| 14.11.2024 | 1.38% | 1.79 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'663 CHF | 87'867 CHF | 99.40% | 99.40% |
| 13.11.2024 | 1.43% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 49'644 | 49'555 | 84'068 CHF | 85'125 CHF | 98.80% | 98.80% |
| 12.11.2024 | 1.31% | 1.75 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'858 CHF | 93'069 CHF | 99.58% | 99.58% |
| 11.11.2024 | 1.28% | 1.93 CHF | 1.96 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 91'572 CHF | 92'741 CHF | 98.65% | 98.65% |
| 08.11.2024 | 1.36% | 1.77 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'314 CHF | 90'536 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.25% | 1.98 CHF | 2.01 CHF | 50'000 | 50'000 | 48'961 | 48'701 | 98'207 CHF | 98'910 CHF | 98.93% | 98.93% |
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