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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 | 1.46% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'264 CHF | 69'264 CHF | 90.21% | 90.21% |
| 19.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'003 CHF | 67'003 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'893 CHF | 68'893 CHF | 99.38% | 99.38% |
| 15.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'006 CHF | 55'756 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'879 CHF | 74'879 CHF | 99.22% | 99.22% |
| 13.11.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'559 | 99'159 | 69'042 CHF | 69'771 CHF | 99.36% | 99.36% |
| 12.11.2024 | 1.33% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 75'635 | 75'000 | 56'644 CHF | 56'956 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'483 CHF | 60'233 CHF | 100.00% | 100.00% |
| 08.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'165 CHF | 56'915 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.41% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 98'958 | 97'396 | 73'934 CHF | 73'854 CHF | 98.73% | 98.73% |
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