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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 | 1.28% | 75.40 % | 76.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'404 CHF | 78'404 CHF | 98.15% | 98.15% |
| 19.11.2024 | 1.31% | 76.55 % | 77.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'696 CHF | 76'696 CHF | 93.72% | 93.72% |
| 18.11.2024 | 1.31% | 75.85 % | 76.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'039 CHF | 77'039 CHF | 77.71% | 77.71% |
| 15.11.2024 | 1.20% | 82.95 % | 83.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'993 CHF | 83'993 CHF | 55.97% | 55.97% |
| 14.11.2024 | 1.13% | 87.90 % | 88.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'149 CHF | 89'149 CHF | 29.56% | 29.56% |
| 13.11.2024 | 1.16% | 84.85 % | 85.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'353 CHF | 86'353 CHF | 74.73% | 74.73% |
| 12.11.2024 | 1.16% | 85.25 % | 86.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'515 CHF | 86'515 CHF | 50.39% | 50.39% |
| 11.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 08.11.2024 | 1.14% | 86.30 % | 87.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'003 CHF | 88'003 CHF | 65.99% | 65.99% |
| 07.11.2024 | 1.13% | 89.15 % | 90.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'366 CHF | 89'366 CHF | 97.35% | 97.35% |
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