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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 | 1.63% | 60.85 % | 61.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'981 CHF | 61'981 CHF | 98.15% | 98.15% |
| 19.11.2024 | 1.61% | 61.55 % | 62.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'509 CHF | 62'509 CHF | 93.72% | 93.72% |
| 18.11.2024 | 1.57% | 63.00 % | 64.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 63'326 CHF | 64'326 CHF | 80.12% | 80.12% |
| 15.11.2024 | 1.58% | 63.25 % | 64.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'938 CHF | 63'938 CHF | 92.83% | 92.83% |
| 14.11.2024 | 1.60% | 62.25 % | 63.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'807 CHF | 62'807 CHF | 65.45% | 65.45% |
| 13.11.2024 | 1.64% | 60.60 % | 61.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'299 CHF | 61'299 CHF | 63.49% | 63.49% |
| 12.11.2024 | 1.65% | 60.25 % | 61.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'278 CHF | 61'278 CHF | 15.16% | 15.16% |
| 11.11.2024 | 1.60% | 62.20 % | 63.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'172 CHF | 63'172 CHF | 80.33% | 80.33% |
| 08.11.2024 | 1.59% | 61.40 % | 62.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'376 CHF | 63'376 CHF | 75.16% | 75.16% |
| 07.11.2024 | 1.49% | 67.00 % | 68.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'742 CHF | 67'742 CHF | 99.16% | 99.16% |
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