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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 | 0.63% | 1.59 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'516 CHF | 120'266 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'358 CHF | 114'108 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'730 CHF | 121'480 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'887 CHF | 125'637 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'911 CHF | 123'661 CHF | 99.27% | 99.27% |
| 13.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 74'315 | 74'132 | 113'632 CHF | 114'104 CHF | 99.40% | 99.40% |
| 12.11.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'170 CHF | 129'920 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'040 CHF | 132'790 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'838 CHF | 126'588 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.61% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 72'834 | 72'407 | 125'119 CHF | 125'145 CHF | 99.23% | 99.23% |
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