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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 | 1.58% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'459 CHF | 65'485 CHF | 99.00% | 99.00% |
| 19.11.2024 | 1.58% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'921 CHF | 64'942 CHF | 99.99% | 99.99% |
| 18.11.2024 | 1.89% | 1.32 CHF | 1.35 CHF | 50'000 | 50'000 | 47'794 | 44'486 | 63'859 CHF | 60'508 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.68% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'489 CHF | 69'652 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.76% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'605 CHF | 69'825 CHF | 97.75% | 97.75% |
| 13.11.2024 | 1.57% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 66'918 CHF | 67'739 CHF | 99.36% | 99.36% |
| 12.11.2024 | 1.58% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'172 CHF | 72'304 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.66% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'080 CHF | 75'317 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.58% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'821 CHF | 71'950 CHF | 99.47% | 99.47% |
| 07.11.2024 | 1.57% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 49'494 | 48'736 | 69'173 CHF | 69'214 CHF | 95.06% | 95.06% |
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