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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 | 1.00% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'386 CHF | 55'941 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.05% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'437 CHF | 54'002 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'999 CHF | 55'517 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'052 CHF | 54'589 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.96% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'587 CHF | 56'124 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.05% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 49'700 | 55'122 CHF | 55'371 CHF | 98.35% | 98.35% |
| 12.11.2024 | 0.99% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'077 CHF | 58'653 CHF | 99.93% | 99.93% |
| 11.11.2024 | 0.97% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'524 CHF | 61'111 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.95% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'582 CHF | 58'134 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.04% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 57'832 CHF | 56'914 CHF | 98.50% | 98.50% |
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