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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 | 1.11% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'474 CHF | 90'474 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'851 CHF | 67'601 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'756 CHF | 65'506 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'093 CHF | 63'843 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'804 CHF | 63'554 CHF | 99.22% | 99.22% |
| 13.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 63'881 CHF | 64'628 CHF | 98.74% | 98.74% |
| 12.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'695 CHF | 63'445 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'255 CHF | 60'005 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'957 CHF | 60'707 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 55'215 CHF | 55'964 CHF | 98.73% | 98.73% |
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