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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 | 0.99% | 1.07 CHF | 1.08 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 56'155 CHF | 1'134 CHF | 99.65% | 99.65% |
| 19.11.2024 | 1.03% | 1.07 CHF | 1.09 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 54'450 CHF | 1'100 CHF | 99.64% | 99.64% |
| 18.11.2024 | 1.02% | 1.11 CHF | 1.13 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 54'976 CHF | 1'111 CHF | 99.67% | 99.67% |
| 15.11.2024 | 1.00% | 1.10 CHF | 1.12 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 56'476 CHF | 1'141 CHF | 99.60% | 99.60% |
| 14.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 55'885 CHF | 1'408 CHF | 99.67% | 99.67% |
| 13.11.2024 | 0.82% | 1.49 CHF | 1.51 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 54'974 CHF | 1'386 CHF | 91.11% | 91.11% |
| 12.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 56'468 CHF | 1'423 CHF | 99.68% | 99.68% |
| 11.11.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 59'806 CHF | 1'506 CHF | 98.77% | 98.77% |
| 08.11.2024 | 0.93% | 1.39 CHF | 1.40 CHF | 40'000 | 1'000 | 47'998 | 1'000 | 57'479 CHF | 1'214 CHF | 99.68% | 99.68% |
| 07.11.2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50'000 | 1'000 | 42'171 | 1'000 | 53'520 CHF | 1'285 CHF | 99.66% | 99.66% |
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