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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 | 0.59% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'050 CHF | 170'017 CHF | 99.30% | 99.30% |
| 19.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 505'138 CHF | 169'379 CHF | 98.82% | 98.82% |
| 18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 509'787 CHF | 170'929 CHF | 97.49% | 97.49% |
| 15.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 508'909 CHF | 170'636 CHF | 99.30% | 99.30% |
| 14.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 472'904 CHF | 158'635 CHF | 99.31% | 99.31% |
| 13.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 467'883 CHF | 156'961 CHF | 96.87% | 96.87% |
| 12.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'477 CHF | 153'159 CHF | 96.80% | 96.80% |
| 11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'849 CHF | 149'283 CHF | 98.72% | 98.72% |
| 08.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'350 CHF | 149'450 CHF | 93.25% | 93.25% |
| 07.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'120 CHF | 152'040 CHF | 98.84% | 98.84% |
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