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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 | 1.17% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'714 CHF | 64'464 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 55'711 CHF | 56'458 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'507 CHF | 61'257 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'159 CHF | 61'909 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'029 | 75'000 | 58'185 CHF | 58'914 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 74'146 | 54'608 CHF | 51'357 CHF | 99.32% | 99.32% |
| 12.11.2024 | 1.34% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 75'543 | 75'000 | 56'086 CHF | 56'452 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'576 CHF | 58'326 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'441 CHF | 56'191 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'858 | 72'406 | 57'634 CHF | 56'585 CHF | 99.12% | 99.12% |
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