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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 | 1.23% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'683 CHF | 61'433 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'751 CHF | 58'501 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'229 CHF | 58'979 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'043 CHF | 58'793 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'018 | 75'000 | 56'037 CHF | 56'775 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'332 | 74'138 | 55'729 CHF | 54'922 CHF | 98.35% | 98.35% |
| 12.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'071 CHF | 60'821 CHF | 99.90% | 99.90% |
| 11.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'820 CHF | 65'570 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'028 CHF | 64'778 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 74'461 | 72'408 | 65'841 CHF | 64'859 CHF | 99.13% | 99.13% |
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