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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 | 0.59% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'790 CHF | 127'540 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'545 CHF | 121'295 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'995 CHF | 128'745 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'179 CHF | 132'929 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'124 CHF | 130'874 CHF | 99.27% | 99.27% |
| 13.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 74'315 | 74'132 | 120'827 CHF | 121'283 CHF | 99.40% | 99.40% |
| 12.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'379 CHF | 137'129 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'225 CHF | 139'975 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'031 CHF | 133'781 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 131'828 CHF | 132'106 CHF | 99.23% | 99.23% |
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