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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 | 0.62% | 1.85 CHF | 1.86 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 53'893 CHF | 1'808 CHF | 99.64% | 99.64% |
| 19.11.2024 | 0.62% | 1.84 CHF | 1.85 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 54'735 CHF | 1'836 CHF | 99.62% | 99.62% |
| 18.11.2024 | 0.61% | 1.81 CHF | 1.82 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 54'888 CHF | 1'841 CHF | 99.66% | 99.66% |
| 15.11.2024 | 0.63% | 1.83 CHF | 1.84 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 54'208 CHF | 1'818 CHF | 99.58% | 99.58% |
| 14.11.2024 | 0.72% | 1.63 CHF | 1.64 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 61'759 CHF | 1'555 CHF | 99.65% | 99.65% |
| 13.11.2024 | 0.73% | 1.43 CHF | 1.45 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 61'925 CHF | 1'559 CHF | 96.83% | 96.83% |
| 12.11.2024 | 0.76% | 1.62 CHF | 1.63 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 60'290 CHF | 1'519 CHF | 99.67% | 99.67% |
| 11.11.2024 | 0.80% | 1.50 CHF | 1.52 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 56'693 CHF | 1'429 CHF | 98.75% | 98.75% |
| 08.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 40'000 | 1'000 | 32'147 | 1'000 | 54'049 CHF | 1'701 CHF | 99.66% | 99.66% |
| 07.11.2024 | 0.69% | 1.71 CHF | 1.73 CHF | 30'000 | 1'000 | 37'845 | 1'000 | 61'471 CHF | 1'640 CHF | 99.64% | 99.64% |
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