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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 | 1.07% | 4.40 CHF | 4.45 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 93'312 CHF | 47'156 CHF | 99.49% | 99.49% |
| 19.11.2024 | 1.20% | 4.21 CHF | 4.26 CHF | 20'000 | 10'000 | 19'754 | 10'000 | 81'898 CHF | 42'069 CHF | 97.55% | 97.55% |
| 18.11.2024 | 1.00% | 5.05 CHF | 5.10 CHF | 10'000 | 10'000 | 16'463 | 10'000 | 81'193 CHF | 50'068 CHF | 99.40% | 99.40% |
| 15.11.2024 | 1.05% | 4.79 CHF | 4.84 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 94'985 CHF | 47'993 CHF | 98.86% | 98.86% |
| 14.11.2024 | 0.69% | 4.61 CHF | 4.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'058 CHF | 43'829 CHF | 99.50% | 99.50% |
| 13.11.2024 | 1.20% | 3.61 CHF | 3.66 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'295 CHF | 42'148 CHF | 95.89% | 95.89% |
| 12.11.2024 | 1.04% | 4.21 CHF | 4.26 CHF | 20'000 | 10'000 | 18'743 | 10'000 | 89'244 CHF | 48'298 CHF | 99.57% | 99.57% |
| 11.11.2024 | 1.04% | 5.25 CHF | 5.30 CHF | 10'000 | 10'000 | 18'622 | 10'000 | 88'444 CHF | 48'265 CHF | 94.73% | 94.73% |
| 08.11.2024 | 1.19% | 3.93 CHF | 3.98 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'607 CHF | 42'303 CHF | 91.96% | 91.96% |
| 07.11.2024 | 0.86% | 5.39 CHF | 5.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'701 CHF | 58'201 CHF | 99.54% | 99.54% |
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