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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 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'194 CHF | 54'694 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'065 CHF | 55'565 CHF | 99.92% | 99.92% |
| 18.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'385 | 50'385 | 52'173 CHF | 52'676 CHF | 99.91% | 99.91% |
| 15.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 62'589 | 62'589 | 62'311 CHF | 62'936 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 73'249 | 73'249 | 69'401 CHF | 70'133 CHF | 100.00% | 100.00% |
| 13.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 67'502 | 67'502 | 66'098 CHF | 66'773 CHF | 100.00% | 100.00% |
| 12.11.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'392 CHF | 69'142 CHF | 99.72% | 99.72% |
| 11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'550 CHF | 62'300 CHF | 99.87% | 99.87% |
| 08.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'899 CHF | 62'649 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'586 CHF | 55'336 CHF | 99.86% | 99.86% |
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