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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 | 0.88% | 1.19 CHF | 1.20 CHF | 50'000 | 1'000 | 42'054 | 1'000 | 55'619 CHF | 1'343 CHF | 99.69% | 99.69% |
| 19.11.2024 | 0.77% | 1.48 CHF | 1.49 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 58'192 CHF | 1'466 CHF | 99.69% | 99.69% |
| 18.11.2024 | 1.10% | 1.24 CHF | 1.26 CHF | 50'000 | 1'000 | 52'423 | 1'000 | 55'243 CHF | 1'071 CHF | 98.89% | 98.89% |
| 15.11.2024 | 0.89% | 1.19 CHF | 1.21 CHF | 50'000 | 1'000 | 41'267 | 1'000 | 57'658 CHF | 1'416 CHF | 96.24% | 96.24% |
| 14.11.2024 | 0.80% | 1.56 CHF | 1.57 CHF | 40'000 | 1'000 | 39'717 | 1'000 | 56'942 CHF | 1'447 CHF | 99.69% | 99.69% |
| 13.11.2024 | 0.71% | 1.31 CHF | 1.32 CHF | 40'000 | 1'000 | 32'613 | 1'000 | 54'167 CHF | 1'690 CHF | 96.87% | 96.87% |
| 12.11.2024 | 0.69% | 1.52 CHF | 1.54 CHF | 40'000 | 1'000 | 35'727 | 1'000 | 58'447 CHF | 1'659 CHF | 99.63% | 99.63% |
| 11.11.2024 | 0.56% | 1.87 CHF | 1.89 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 65'016 CHF | 2'179 CHF | 99.69% | 99.69% |
| 08.11.2024 | 0.44% | 2.58 CHF | 2.60 CHF | 20'000 | 1'000 | 20'448 | 1'000 | 55'460 CHF | 2'729 CHF | 99.41% | 99.41% |
| 07.11.2024 | 0.54% | 2.50 CHF | 2.51 CHF | 20'000 | 1'000 | 29'709 | 1'000 | 62'936 CHF | 2'134 CHF | 99.09% | 99.09% |
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