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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 | 1.01% | 1.91 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'397 CHF | 148'897 CHF | 98.82% | 98.82% |
| 19.11.2024 | 1.03% | 1.90 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'537 CHF | 146'037 CHF | 99.94% | 99.94% |
| 18.11.2024 | 1.15% | 1.95 CHF | 1.97 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 133'361 CHF | 134'861 CHF | 98.08% | 98.08% |
| 15.11.2024 | 1.06% | 1.90 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'484 CHF | 141'984 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.11% | 1.85 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'182 CHF | 135'682 CHF | 99.57% | 99.57% |
| 13.11.2024 | 1.17% | 1.72 CHF | 1.74 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 127'555 CHF | 129'051 CHF | 99.32% | 99.32% |
| 12.11.2024 | 1.16% | 1.64 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'116 CHF | 129'616 CHF | 99.36% | 99.36% |
| 11.11.2024 | 1.11% | 1.81 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'714 CHF | 136'214 CHF | 95.09% | 95.09% |
| 08.11.2024 | 1.17% | 1.68 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'952 CHF | 128'452 CHF | 99.79% | 99.79% |
| 07.11.2024 | 1.13% | 1.78 CHF | 1.80 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 132'612 CHF | 134'112 CHF | 96.70% | 96.70% |
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