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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 | 1.31% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'808 CHF | 57'558 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'831 CHF | 60'581 CHF | 99.91% | 99.91% |
| 18.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'505 CHF | 56'255 CHF | 99.82% | 99.82% |
| 15.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'456 CHF | 55'206 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'878 CHF | 58'628 CHF | 100.00% | 100.00% |
| 13.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'836 CHF | 62'586 CHF | 100.00% | 100.00% |
| 12.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'536 CHF | 62'286 CHF | 99.66% | 99.66% |
| 11.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'133 CHF | 54'883 CHF | 99.85% | 99.85% |
| 08.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 77'503 | 77'503 | 54'698 CHF | 55'473 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'706 | 99'706 | 58'023 CHF | 59'020 CHF | 99.89% | 99.89% |
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