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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.11.2024 | 0.26% | 4.38 CHF | 4.40 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 90'792 CHF | 4'552 CHF | 99.07% | 99.07% |
| 20.11.2024 | 0.28% | 3.97 CHF | 3.98 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 82'204 CHF | 4'122 CHF | 99.69% | 99.69% |
| 19.11.2024 | 0.26% | 4.25 CHF | 4.26 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 84'500 CHF | 4'236 CHF | 99.69% | 99.69% |
| 18.11.2024 | 0.30% | 4.02 CHF | 4.04 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'844 CHF | 3'854 CHF | 98.89% | 98.89% |
| 15.11.2024 | 0.29% | 3.98 CHF | 3.99 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 83'782 CHF | 4'201 CHF | 96.24% | 96.24% |
| 14.11.2024 | 0.27% | 4.34 CHF | 4.36 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 84'465 CHF | 4'235 CHF | 99.69% | 99.69% |
| 13.11.2024 | 0.26% | 4.08 CHF | 4.09 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 88'917 CHF | 4'457 CHF | 95.72% | 95.72% |
| 12.11.2024 | 0.26% | 4.29 CHF | 4.30 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 88'224 CHF | 4'423 CHF | 99.63% | 99.63% |
| 11.11.2024 | 0.24% | 4.63 CHF | 4.65 CHF | 20'000 | 1'000 | 16'289 | 1'000 | 79'736 CHF | 4'935 CHF | 99.69% | 99.69% |
| 08.11.2024 | 0.22% | 5.32 CHF | 5.33 CHF | 10'000 | 1'000 | 10'000 | 1'000 | 54'493 CHF | 5'461 CHF | 99.41% | 99.41% |
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