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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 | 0.84% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'620 CHF | 60'120 CHF | 99.97% | 99.97% |
| 19.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'365 CHF | 59'865 CHF | 99.85% | 99.85% |
| 18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'303 CHF | 59'803 CHF | 99.93% | 99.93% |
| 15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'533 CHF | 59'033 CHF | 99.43% | 99.43% |
| 14.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'982 CHF | 58'482 CHF | 99.71% | 99.71% |
| 13.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'502 CHF | 59'002 CHF | 99.72% | 99.72% |
| 12.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'550 CHF | 58'050 CHF | 93.52% | 93.52% |
| 11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'195 CHF | 57'695 CHF | 99.83% | 99.83% |
| 08.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'774 CHF | 57'274 CHF | 99.88% | 99.88% |
| 07.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'934 CHF | 57'434 CHF | 74.46% | 74.46% |
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