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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 | 1.13% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'881 CHF | 66'631 CHF | 94.79% | 94.79% |
| 19.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'957 CHF | 64'707 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.57% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 45'964 CHF | 46'635 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'654 CHF | 68'404 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'545 CHF | 66'295 CHF | 83.69% | 83.69% |
| 13.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'651 | 74'112 | 63'868 CHF | 64'156 CHF | 94.16% | 94.16% |
| 12.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'906 CHF | 64'656 CHF | 84.37% | 84.37% |
| 11.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'672 CHF | 71'422 CHF | 94.79% | 94.79% |
| 08.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'924 CHF | 67'674 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 74'175 | 72'251 | 65'649 CHF | 64'737 CHF | 93.52% | 93.52% |
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