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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 | 1.21% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'771 CHF | 62'521 CHF | 94.79% | 94.79% |
| 19.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'161 CHF | 60'911 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.91% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 43'148 CHF | 43'898 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'470 CHF | 64'220 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'427 CHF | 62'177 CHF | 83.69% | 83.69% |
| 13.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 74'884 | 74'112 | 60'102 CHF | 60'227 CHF | 94.16% | 94.16% |
| 12.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'926 CHF | 60'676 CHF | 84.38% | 84.38% |
| 11.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'634 CHF | 67'384 CHF | 94.79% | 94.79% |
| 08.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'779 CHF | 63'529 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 74'725 | 72'251 | 61'962 CHF | 60'701 CHF | 93.52% | 93.52% |
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