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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 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'559 CHF | 73'309 CHF | 99.43% | 99.43% |
| 19.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'328 CHF | 69'078 CHF | 98.81% | 98.81% |
| 18.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'427 CHF | 75'177 CHF | 99.27% | 99.27% |
| 15.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 74'882 | 74'882 | 76'065 CHF | 76'813 CHF | 98.77% | 98.77% |
| 14.11.2024 | 0.84% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'387 CHF | 59'887 CHF | 99.38% | 99.38% |
| 13.11.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 44'445 | 44'445 | 53'557 CHF | 54'001 CHF | 98.90% | 98.90% |
| 12.11.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'548 CHF | 29'798 CHF | 99.02% | 99.02% |
| 11.11.2024 | 1.00% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 35'253 | 35'253 | 34'807 CHF | 35'160 CHF | 99.36% | 99.36% |
| 08.11.2024 | 1.28% | 0.84 CHF | 0.85 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 29'421 CHF | 29'801 CHF | 99.42% | 99.42% |
| 07.11.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'515 CHF | 28'895 CHF | 99.36% | 99.36% |
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