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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 | 2.22% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'099 CHF | 45'700 CHF | 99.36% | 99.36% |
| 19.11.2024 | 2.00% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 165'160 | 85'100 | 80'973 CHF | 42'919 CHF | 98.82% | 98.82% |
| 18.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'941 CHF | 39'691 CHF | 97.36% | 97.36% |
| 15.11.2024 | 1.96% | 0.56 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'878 CHF | 38'628 CHF | 99.37% | 99.37% |
| 14.11.2024 | 2.31% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'128 CHF | 32'878 CHF | 99.34% | 99.34% |
| 13.11.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'004 CHF | 29'754 CHF | 94.63% | 94.63% |
| 12.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'960 CHF | 30'710 CHF | 94.10% | 94.10% |
| 11.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'194 CHF | 31'944 CHF | 98.53% | 98.53% |
| 08.11.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'573 CHF | 30'323 CHF | 90.79% | 90.79% |
| 07.11.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'767 CHF | 33'517 CHF | 98.66% | 98.66% |
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