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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 | 1.57% | 1.29 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'081 CHF | 100'648 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.65% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'373 CHF | 63'410 CHF | 99.99% | 99.99% |
| 18.11.2024 | 1.82% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 67'304 | 63'971 | 85'123 CHF | 82'266 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.73% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'114 CHF | 60'144 CHF | 99.90% | 99.90% |
| 14.11.2024 | 1.80% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 48'156 | 48'156 | 57'277 CHF | 58'299 CHF | 97.31% | 97.31% |
| 13.11.2024 | 1.61% | 1.28 CHF | 1.30 CHF | 75'000 | 75'000 | 74'306 | 74'123 | 95'279 CHF | 96'578 CHF | 98.65% | 98.65% |
| 12.11.2024 | 1.65% | 1.19 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'408 CHF | 63'445 CHF | 96.80% | 96.80% |
| 11.11.2024 | 1.53% | 1.34 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'350 CHF | 68'385 CHF | 99.56% | 99.56% |
| 08.11.2024 | 1.56% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'418 CHF | 67'459 CHF | 99.41% | 99.41% |
| 07.11.2024 | 1.56% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 66'722 CHF | 67'733 CHF | 97.66% | 97.66% |
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