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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 | 0.85% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'362 CHF | 117'787 CHF | 98.69% | 98.69% |
| 19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 349'355 CHF | 117'452 CHF | 98.63% | 98.63% |
| 18.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'703 CHF | 109'568 CHF | 98.68% | 98.68% |
| 15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'082 CHF | 113'361 CHF | 98.27% | 98.27% |
| 14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'271 CHF | 121'757 CHF | 97.76% | 97.76% |
| 13.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 383'068 CHF | 128'689 CHF | 98.91% | 98.91% |
| 12.11.2024 | 0.87% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'072 CHF | 115'691 CHF | 98.29% | 98.29% |
| 11.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 349'648 CHF | 117'549 CHF | 98.95% | 98.95% |
| 08.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'900 CHF | 118'967 CHF | 97.94% | 97.94% |
| 07.11.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'275 CHF | 109'092 CHF | 98.02% | 98.02% |
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