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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 | 1.39% | 1.46 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'201 CHF | 113'769 CHF | 89.77% | 89.77% |
| 19.11.2024 | 1.46% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'022 CHF | 72'065 CHF | 99.08% | 99.08% |
| 18.11.2024 | 1.59% | 1.44 CHF | 1.47 CHF | 75'000 | 75'000 | 67'376 | 64'108 | 96'800 CHF | 93'454 CHF | 98.85% | 98.85% |
| 15.11.2024 | 1.54% | 1.40 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'462 CHF | 68'509 CHF | 99.90% | 99.90% |
| 14.11.2024 | 1.58% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 48'171 | 48'171 | 65'315 CHF | 66'338 CHF | 96.68% | 96.68% |
| 13.11.2024 | 1.42% | 1.45 CHF | 1.48 CHF | 75'000 | 75'000 | 74'378 | 74'226 | 108'165 CHF | 109'476 CHF | 98.44% | 98.44% |
| 12.11.2024 | 1.48% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'647 CHF | 71'699 CHF | 94.92% | 94.92% |
| 11.11.2024 | 1.36% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'843 CHF | 76'881 CHF | 99.36% | 99.36% |
| 08.11.2024 | 1.41% | 1.50 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'727 CHF | 75'786 CHF | 98.14% | 98.14% |
| 07.11.2024 | 1.39% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 48'112 | 48'112 | 74'932 CHF | 75'949 CHF | 94.94% | 94.94% |
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