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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.07.2024 | 1.11% | 3.08 CHF | 3.09 CHF | 20'000 | 10'000 | 20'000 | 5'913 | 60'308 CHF | 18'061 CHF | 88.09% | 88.09% |
| 12.07.2024 | 1.24% | 2.98 CHF | 2.99 CHF | 20'000 | 10'000 | 20'000 | 5'826 | 55'078 CHF | 16'365 CHF | 98.15% | 98.15% |
| 11.07.2024 | 1.21% | 2.90 CHF | 2.91 CHF | 20'000 | 10'000 | 20'000 | 5'811 | 56'565 CHF | 16'700 CHF | 98.97% | 98.97% |
| 10.07.2024 | 1.20% | 2.31 CHF | 2.32 CHF | 30'000 | 10'000 | 21'697 | 5'808 | 59'489 CHF | 15'869 CHF | 99.48% | 99.48% |
| 09.07.2024 | 1.02% | 2.84 CHF | 2.85 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 65'079 CHF | 18'663 CHF | 99.53% | 99.53% |
| 08.07.2024 | 0.50% | 3.49 CHF | 3.50 CHF | 20'000 | 10'000 | 20'000 | 5'850 | 73'810 CHF | 21'532 CHF | 94.46% | 94.46% |
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