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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 | 1.59% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'563 CHF | 67'628 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.62% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'659 CHF | 66'728 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.73% | 1.23 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'612 CHF | 62'684 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.78% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'786 CHF | 62'897 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.74% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'610 CHF | 62'690 CHF | 99.27% | 99.27% |
| 13.11.2024 | 1.81% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 59'325 CHF | 59'719 CHF | 99.40% | 99.40% |
| 12.11.2024 | 1.67% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'955 CHF | 62'999 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.74% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'849 CHF | 60'902 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.83% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'527 CHF | 56'554 CHF | 100.00% | 100.00% |
| 07.11.2024 | 2.00% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 48'722 | 55'022 CHF | 54'674 CHF | 98.89% | 98.89% |
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