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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 | 1.38% | 1.48 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'054 CHF | 114'623 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.44% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'584 CHF | 72'624 CHF | 99.99% | 99.99% |
| 18.11.2024 | 1.57% | 1.46 CHF | 1.48 CHF | 75'000 | 75'000 | 67'280 | 63'971 | 97'496 CHF | 94'037 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.51% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'169 CHF | 69'207 CHF | 99.90% | 99.90% |
| 14.11.2024 | 1.58% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 48'156 | 48'156 | 66'019 CHF | 67'050 CHF | 97.31% | 97.31% |
| 13.11.2024 | 1.41% | 1.47 CHF | 1.49 CHF | 75'000 | 75'000 | 74'306 | 74'123 | 108'950 CHF | 110'215 CHF | 98.65% | 98.65% |
| 12.11.2024 | 1.45% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'517 CHF | 72'559 CHF | 96.80% | 96.80% |
| 11.11.2024 | 1.32% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'558 CHF | 77'579 CHF | 99.56% | 99.56% |
| 08.11.2024 | 1.36% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'590 CHF | 76'625 CHF | 99.41% | 99.41% |
| 07.11.2024 | 1.40% | 1.55 CHF | 1.58 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 75'605 CHF | 76'634 CHF | 97.66% | 97.66% |
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