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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 | 2.74% | 5.86 CHF | 6.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 54'067 CHF | 55'567 CHF | 99.53% | 99.53% |
| 19.11.2024 | 2.77% | 5.34 CHF | 5.49 CHF | 10'000 | 10'000 | 10'518 | 10'000 | 56'040 CHF | 55'036 CHF | 99.55% | 99.55% |
| 18.11.2024 | 3.10% | 4.69 CHF | 4.84 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'175 CHF | 49'087 CHF | 99.57% | 99.57% |
| 15.11.2024 | 2.93% | 5.01 CHF | 5.16 CHF | 10'000 | 10'000 | 14'553 | 10'000 | 72'907 CHF | 51'954 CHF | 98.92% | 98.92% |
| 14.11.2024 | 3.37% | 5.40 CHF | 5.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'568 CHF | 60'568 CHF | 98.73% | 98.73% |
| 13.11.2024 | 2.97% | 6.80 CHF | 7.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'346 CHF | 68'346 CHF | 96.12% | 96.12% |
| 12.11.2024 | 2.73% | 6.11 CHF | 6.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 54'361 CHF | 55'861 CHF | 99.55% | 99.55% |
| 11.11.2024 | 3.52% | 5.28 CHF | 5.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'939 CHF | 57'939 CHF | 99.56% | 99.56% |
| 08.11.2024 | 2.58% | 5.98 CHF | 6.13 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'453 CHF | 58'953 CHF | 99.52% | 99.52% |
| 07.11.2024 | 3.93% | 4.58 CHF | 4.78 CHF | 20'000 | 10'000 | 15'307 | 10'000 | 75'217 CHF | 52'041 CHF | 99.24% | 99.24% |
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