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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 | 1.48% | 4.97 CHF | 5.04 CHF | 20'000 | 10'000 | 19'951 | 10'000 | 92'662 CHF | 47'145 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.15% | 5.92 CHF | 5.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'818 CHF | 61'518 CHF | 100.00% | 100.00% |
| 18.11.2024 | 1.17% | 5.73 CHF | 5.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'056 CHF | 59'748 CHF | 100.00% | 100.00% |
| 15.11.2024 | 1.16% | 5.81 CHF | 5.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'176 CHF | 56'831 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.14% | 5.42 CHF | 5.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 53'670 CHF | 54'283 CHF | 99.52% | 99.52% |
| 13.11.2024 | 1.25% | 5.18 CHF | 5.24 CHF | 10'000 | 10'000 | 12'504 | 9'914 | 63'266 CHF | 51'120 CHF | 99.32% | 99.32% |
| 12.11.2024 | 1.09% | 5.15 CHF | 5.20 CHF | 10'000 | 10'000 | 18'712 | 10'000 | 87'244 CHF | 47'425 CHF | 100.00% | 100.00% |
| 11.11.2024 | 1.37% | 4.28 CHF | 4.34 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'287 CHF | 43'234 CHF | 100.00% | 100.00% |
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