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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 | 1.01% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'025 CHF | 52'555 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 52'145 | 50'000 | 52'286 CHF | 50'715 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.10% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'623 CHF | 52'194 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 51'653 | 50'000 | 52'316 CHF | 51'250 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.05% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'236 CHF | 52'786 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 49'700 | 51'780 CHF | 52'009 CHF | 98.35% | 98.35% |
| 12.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'740 CHF | 55'267 CHF | 99.93% | 99.93% |
| 11.11.2024 | 0.94% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'236 CHF | 57'779 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.99% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'233 CHF | 54'772 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.05% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 54'491 CHF | 53'631 CHF | 98.50% | 98.50% |
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