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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 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'526 CHF | 68'526 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'899 CHF | 51'649 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'333 CHF | 54'083 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'080 CHF | 55'830 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'297 CHF | 56'047 CHF | 99.22% | 99.22% |
| 13.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 53'506 CHF | 54'255 CHF | 98.74% | 98.74% |
| 12.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'805 CHF | 56'555 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'245 CHF | 59'995 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'807 CHF | 59'557 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 61'559 CHF | 62'311 CHF | 98.73% | 98.73% |
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