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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.12.2024 | 1.78% | 1.99 CHF | 2.00 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 17'750 CHF | 17'960 CHF | 86.96% | 86.96% |
| 19.12.2024 | 1.65% | 1.09 CHF | 1.10 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 18'461 CHF | 18'709 CHF | 87.09% | 87.09% |
| 18.12.2024 | 0.91% | 2.06 CHF | 2.07 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 28'518 CHF | 28'729 CHF | 84.97% | 84.97% |
| 17.12.2024 | 0.68% | 2.10 CHF | 2.11 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 33'385 CHF | 33'594 CHF | 89.00% | 89.00% |
| 16.12.2024 | 0.90% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 15'437 | 15'437 | 31'113 CHF | 31'329 CHF | 69.18% | 69.18% |
| 13.12.2024 | 1.12% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 23'350 CHF | 23'559 CHF | 89.75% | 89.75% |
| 12.12.2024 | 1.08% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 24'242 CHF | 24'452 CHF | 89.75% | 89.75% |
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