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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 | 0.52% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'163 CHF | 144'913 CHF | 99.10% | 99.10% |
| 19.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'058 CHF | 135'808 CHF | 96.35% | 96.35% |
| 18.11.2024 | 0.47% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 65'800 | 65'800 | 140'000 CHF | 140'658 CHF | 94.36% | 94.36% |
| 15.11.2024 | 0.55% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'579 CHF | 137'329 CHF | 95.78% | 95.78% |
| 14.11.2024 | 0.55% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'978 CHF | 136'728 CHF | 98.77% | 98.77% |
| 13.11.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 67'081 | 67'081 | 118'991 CHF | 119'661 CHF | 98.94% | 98.94% |
| 12.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 62'802 CHF | 63'182 CHF | 97.49% | 97.49% |
| 11.11.2024 | 0.59% | 1.79 CHF | 1.80 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 64'585 CHF | 64'965 CHF | 98.06% | 98.06% |
| 08.11.2024 | 0.73% | 1.48 CHF | 1.49 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 51'719 CHF | 52'099 CHF | 98.76% | 98.76% |
| 07.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 49'540 CHF | 49'920 CHF | 98.98% | 98.98% |
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