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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 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'654 CHF | 77'154 CHF | 98.55% | 98.55% |
| 19.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 49'979 | 49'979 | 71'198 CHF | 71'697 CHF | 97.82% | 97.82% |
| 18.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'954 CHF | 84'454 CHF | 99.88% | 99.88% |
| 15.11.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 49'999 | 49'999 | 89'468 CHF | 89'968 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.56% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'086 CHF | 89'586 CHF | 98.65% | 98.65% |
| 13.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'989 CHF | 85'489 CHF | 100.00% | 100.00% |
| 12.11.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'751 CHF | 86'251 CHF | 99.87% | 99.87% |
| 11.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'244 CHF | 84'744 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'223 CHF | 80'723 CHF | 98.61% | 98.61% |
| 07.11.2024 | 0.58% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'355 CHF | 85'855 CHF | 100.00% | 100.00% |
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