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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'824 CHF | 72'574 CHF | 99.58% | 99.58% |
| 20.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'019 | 75'000 | 56'596 CHF | 57'333 CHF | 98.82% | 98.82% |
| 19.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'210 | 75'000 | 55'596 CHF | 55'496 CHF | 99.94% | 99.94% |
| 18.11.2024 | 1.68% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 77'675 | 69'764 | 55'558 CHF | 50'740 CHF | 98.08% | 98.08% |
| 15.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'686 | 75'000 | 55'052 CHF | 52'573 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 82'286 | 75'000 | 52'647 CHF | 48'793 CHF | 99.56% | 99.56% |
| 13.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'956 | 74'442 | 53'628 CHF | 45'131 CHF | 99.30% | 99.30% |
| 12.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'415 | 75'000 | 53'628 CHF | 45'250 CHF | 99.35% | 99.35% |
| 11.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'893 CHF | 49'400 CHF | 95.09% | 95.09% |
| 08.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 89'910 | 75'000 | 52'797 CHF | 44'795 CHF | 99.79% | 99.79% |
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