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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 | 1.01% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'123 CHF | 54'673 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'145 CHF | 56'674 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.99% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'567 CHF | 55'112 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.00% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'385 CHF | 55'941 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.04% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'651 CHF | 54'214 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.00% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 49'700 | 54'176 CHF | 54'391 CHF | 98.35% | 98.35% |
| 12.11.2024 | 1.06% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'303 CHF | 51'847 CHF | 99.93% | 99.93% |
| 11.11.2024 | 1.15% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'591 CHF | 49'389 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.04% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'918 CHF | 52'460 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.09% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 51'685 CHF | 50'872 CHF | 98.50% | 98.50% |
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