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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 | 1.15% | 1.76 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'542 CHF | 136'100 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.18% | 1.72 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'822 CHF | 86'845 CHF | 99.99% | 99.99% |
| 18.11.2024 | 1.32% | 1.74 CHF | 1.76 CHF | 75'000 | 75'000 | 65'074 | 63'971 | 112'791 CHF | 112'255 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.24% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'253 CHF | 83'280 CHF | 99.90% | 99.90% |
| 14.11.2024 | 1.29% | 1.74 CHF | 1.77 CHF | 50'000 | 50'000 | 48'156 | 48'156 | 79'596 CHF | 80'613 CHF | 97.31% | 97.31% |
| 13.11.2024 | 1.18% | 1.75 CHF | 1.77 CHF | 75'000 | 75'000 | 74'184 | 74'123 | 129'809 CHF | 131'234 CHF | 98.65% | 98.65% |
| 12.11.2024 | 1.21% | 1.65 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'589 CHF | 86'630 CHF | 96.80% | 96.80% |
| 11.11.2024 | 1.15% | 1.81 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'770 CHF | 91'816 CHF | 99.56% | 99.56% |
| 08.11.2024 | 1.15% | 1.80 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'728 CHF | 90'770 CHF | 99.41% | 99.41% |
| 07.11.2024 | 1.17% | 1.84 CHF | 1.86 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 89'292 CHF | 90'311 CHF | 97.66% | 97.66% |
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