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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 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'492 CHF | 157'492 CHF | 99.39% | 99.39% |
| 19.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'960 CHF | 76'460 CHF | 99.30% | 99.30% |
| 18.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'549 CHF | 75'049 CHF | 99.29% | 99.29% |
| 15.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'561 CHF | 75'061 CHF | 99.39% | 99.39% |
| 14.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'861 CHF | 75'361 CHF | 99.37% | 99.37% |
| 13.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'992 CHF | 73'492 CHF | 99.39% | 99.39% |
| 12.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'586 CHF | 82'086 CHF | 99.09% | 99.09% |
| 11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'258 CHF | 80'758 CHF | 99.23% | 99.23% |
| 08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'966 CHF | 83'466 CHF | 99.39% | 99.39% |
| 07.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'550 CHF | 84'050 CHF | 99.28% | 99.28% |
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