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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 | 1.67% | 1.21 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'775 CHF | 64'846 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.67% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'984 CHF | 64'047 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.79% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'877 CHF | 59'939 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.78% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'056 CHF | 60'119 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.75% | 1.18 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'876 CHF | 59'915 CHF | 99.27% | 99.27% |
| 13.11.2024 | 1.87% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 56'571 CHF | 56'977 CHF | 99.40% | 99.40% |
| 12.11.2024 | 1.78% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'181 CHF | 60'243 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.83% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'136 CHF | 58'191 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.90% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'812 CHF | 53'823 CHF | 100.00% | 100.00% |
| 07.11.2024 | 2.05% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 48'722 | 52'342 CHF | 52'034 CHF | 98.89% | 98.89% |
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