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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 | 0.70% | 1.54 CHF | 1.55 CHF | 40'000 | 1'000 | 32'965 | 1'000 | 54'943 CHF | 1'690 CHF | 99.68% | 99.68% |
| 19.11.2024 | 0.62% | 1.82 CHF | 1.84 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 54'027 CHF | 1'812 CHF | 99.68% | 99.68% |
| 18.11.2024 | 0.83% | 1.59 CHF | 1.60 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 56'290 CHF | 1'419 CHF | 98.88% | 98.88% |
| 15.11.2024 | 0.71% | 1.54 CHF | 1.56 CHF | 40'000 | 1'000 | 31'691 | 1'000 | 55'199 CHF | 1'764 CHF | 96.23% | 96.23% |
| 14.11.2024 | 0.65% | 1.91 CHF | 1.92 CHF | 30'000 | 1'000 | 30'764 | 1'000 | 54'790 CHF | 1'796 CHF | 99.68% | 99.68% |
| 13.11.2024 | 0.59% | 1.65 CHF | 1.67 CHF | 40'000 | 1'000 | 30'559 | 1'000 | 61'641 CHF | 2'036 CHF | 97.17% | 97.17% |
| 12.11.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 59'789 CHF | 2'004 CHF | 99.62% | 99.62% |
| 11.11.2024 | 0.48% | 2.22 CHF | 2.23 CHF | 30'000 | 1'000 | 22'205 | 1'000 | 55'239 CHF | 2'523 CHF | 99.68% | 99.68% |
| 08.11.2024 | 0.39% | 2.92 CHF | 2.94 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 61'177 CHF | 3'071 CHF | 99.40% | 99.40% |
| 07.11.2024 | 0.46% | 2.84 CHF | 2.85 CHF | 20'000 | 1'000 | 27'302 | 1'000 | 66'619 CHF | 2'476 CHF | 99.09% | 99.09% |
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