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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 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'227 | 75'000 | 55'394 CHF | 55'983 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'092 CHF | 58'842 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'732 CHF | 58'482 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'898 CHF | 58'648 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'933 CHF | 60'683 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'868 | 74'138 | 61'339 CHF | 61'479 CHF | 98.35% | 98.35% |
| 12.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'179 CHF | 56'929 CHF | 99.90% | 99.90% |
| 11.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'139 CHF | 52'443 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 56'173 CHF | 53'412 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'761 | 72'408 | 53'272 CHF | 48'994 CHF | 99.13% | 99.13% |
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