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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 | 0.78% | 1.38 CHF | 1.39 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 57'112 CHF | 1'439 CHF | 99.65% | 99.65% |
| 19.11.2024 | 0.81% | 1.38 CHF | 1.39 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 55'662 CHF | 1'403 CHF | 99.64% | 99.64% |
| 18.11.2024 | 0.79% | 1.42 CHF | 1.43 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 56'147 CHF | 1'415 CHF | 99.67% | 99.67% |
| 15.11.2024 | 0.79% | 1.41 CHF | 1.42 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 57'369 CHF | 1'446 CHF | 99.60% | 99.60% |
| 14.11.2024 | 0.66% | 1.61 CHF | 1.62 CHF | 40'000 | 1'000 | 31'849 | 1'000 | 54'081 CHF | 1'713 CHF | 99.67% | 99.67% |
| 13.11.2024 | 0.67% | 1.79 CHF | 1.81 CHF | 30'000 | 1'000 | 37'119 | 1'000 | 62'019 CHF | 1'687 CHF | 96.34% | 96.34% |
| 12.11.2024 | 0.67% | 1.60 CHF | 1.62 CHF | 40'000 | 1'000 | 31'048 | 1'000 | 53'118 CHF | 1'726 CHF | 99.68% | 99.68% |
| 11.11.2024 | 0.63% | 1.71 CHF | 1.72 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 53'902 CHF | 1'808 CHF | 98.77% | 98.77% |
| 08.11.2024 | 0.75% | 1.69 CHF | 1.70 CHF | 30'000 | 1'000 | 39'460 | 1'000 | 59'173 CHF | 1'513 CHF | 99.68% | 99.68% |
| 07.11.2024 | 0.73% | 1.48 CHF | 1.49 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 62'936 CHF | 1'585 CHF | 99.65% | 99.65% |
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