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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 | 1.02% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'468 CHF | 100'484 CHF | 98.15% | 98.15% |
| 19.11.2024 | 0.97% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'475 CHF | 100'450 CHF | 93.72% | 93.72% |
| 18.11.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'536 CHF | 100'524 CHF | 70.75% | 70.75% |
| 15.11.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'552 CHF | 100'539 CHF | 92.82% | 92.82% |
| 14.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'514 CHF | 100'513 CHF | 63.06% | 63.06% |
| 13.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'683 CHF | 100'682 CHF | 73.28% | 73.28% |
| 12.11.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'634 CHF | 100'629 CHF | 49.58% | 49.58% |
| 11.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'710 CHF | 100'710 CHF | 78.89% | 78.89% |
| 08.11.2024 | 1.01% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'695 CHF | 100'704 CHF | 86.99% | 86.99% |
| 07.11.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'693 CHF | 100'700 CHF | 99.16% | 99.16% |
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