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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 | 1.09% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 204'982 CHF | 69'077 CHF | 98.67% | 98.67% |
| 19.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 191'960 CHF | 64'737 CHF | 95.80% | 95.80% |
| 18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'996 CHF | 65'415 CHF | 96.60% | 96.60% |
| 15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'487 CHF | 65'246 CHF | 95.26% | 95.26% |
| 14.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'954 CHF | 61'735 CHF | 98.32% | 98.32% |
| 13.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 181'900 CHF | 61'383 CHF | 98.24% | 98.24% |
| 12.11.2024 | 1.13% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 197'746 CHF | 66'665 CHF | 98.93% | 98.93% |
| 11.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'900 CHF | 74'383 CHF | 97.86% | 97.86% |
| 08.11.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'692 CHF | 64'981 CHF | 98.83% | 98.83% |
| 07.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'661 CHF | 65'304 CHF | 98.14% | 98.14% |
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