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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 | 3.55% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 77'369 | 75'000 | 54'974 CHF | 55'269 CHF | 100.00% | 100.00% |
| 19.11.2024 | 2.59% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 79'278 | 75'000 | 54'762 CHF | 53'200 CHF | 99.92% | 99.92% |
| 18.11.2024 | 2.53% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'370 | 71'308 | 54'893 CHF | 52'562 CHF | 91.45% | 91.45% |
| 15.11.2024 | 2.28% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'712 CHF | 59'044 CHF | 99.94% | 99.94% |
| 14.11.2024 | 2.34% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'872 | 75'000 | 56'571 CHF | 57'278 CHF | 96.00% | 96.00% |
| 13.11.2024 | 2.62% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 79'147 | 74'351 | 54'965 CHF | 53'014 CHF | 84.33% | 84.33% |
| 12.11.2024 | 2.26% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'646 CHF | 59'986 CHF | 72.35% | 72.35% |
| 11.11.2024 | 2.35% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 72'356 | 72'356 | 56'007 CHF | 57'312 CHF | 70.53% | 70.53% |
| 08.11.2024 | 2.40% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 76'554 | 75'000 | 54'978 CHF | 55'197 CHF | 99.06% | 99.06% |
| 07.11.2024 | 2.36% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'222 | 73'698 | 55'856 CHF | 56'097 CHF | 98.73% | 98.73% |
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