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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% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'106 CHF | 76'606 CHF | 99.37% | 99.37% |
| 19.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'738 CHF | 72'238 CHF | 99.26% | 99.26% |
| 18.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'587 CHF | 79'087 CHF | 99.24% | 99.24% |
| 15.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'176 CHF | 78'676 CHF | 99.39% | 99.39% |
| 14.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'793 CHF | 76'293 CHF | 99.34% | 99.34% |
| 13.11.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'161 | 50'161 | 71'555 CHF | 72'057 CHF | 96.02% | 96.02% |
| 12.11.2024 | 0.93% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 50'683 | 50'683 | 54'032 CHF | 54'539 CHF | 90.15% | 90.15% |
| 11.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'144 | 50'144 | 52'816 CHF | 53'317 CHF | 99.29% | 99.29% |
| 08.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'225 CHF | 69'975 CHF | 99.38% | 99.38% |
| 07.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'667 CHF | 66'417 CHF | 99.26% | 99.26% |
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