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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 | 1.20% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'942 CHF | 78'885 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.26% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'697 CHF | 75'645 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.23% | 1.50 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'813 CHF | 76'754 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.96% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'114 CHF | 77'855 CHF | 99.99% | 99.99% |
| 14.11.2024 | 1.16% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'351 CHF | 80'279 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.17% | 1.57 CHF | 1.59 CHF | 50'000 | 50'000 | 49'777 | 49'383 | 77'784 CHF | 78'071 CHF | 99.32% | 99.32% |
| 12.11.2024 | 1.01% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'700 CHF | 78'491 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.05% | 1.57 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'983 CHF | 80'827 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.98% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'154 CHF | 77'911 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.13% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 49'481 | 48'444 | 76'220 CHF | 75'475 CHF | 99.12% | 99.12% |
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