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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 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 78'628 | 75'000 | 55'591 CHF | 53'792 CHF | 94.79% | 94.79% |
| 19.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'992 | 75'000 | 54'566 CHF | 51'911 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.93% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 52'595 | 51'451 | 37'867 CHF | 37'724 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'477 | 75'000 | 54'804 CHF | 55'220 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'180 | 75'000 | 54'825 CHF | 53'377 CHF | 83.69% | 83.69% |
| 13.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 74'112 | 54'696 CHF | 51'417 CHF | 94.16% | 94.16% |
| 12.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'332 CHF | 51'686 CHF | 84.37% | 84.37% |
| 11.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'634 CHF | 58'384 CHF | 94.79% | 94.79% |
| 08.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 77'030 | 75'000 | 55'216 CHF | 54'529 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 78'466 | 72'251 | 55'623 CHF | 52'035 CHF | 93.52% | 93.52% |
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