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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 | 0.29% | 4.20 CHF | 4.22 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 80'174 CHF | 4'020 CHF | 99.26% | 99.26% |
| 19.11.2024 | 0.28% | 4.01 CHF | 4.02 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 79'619 CHF | 3'992 CHF | 99.32% | 99.32% |
| 18.11.2024 | 0.27% | 4.04 CHF | 4.06 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 82'051 CHF | 4'114 CHF | 98.27% | 98.27% |
| 15.11.2024 | 0.27% | 4.31 CHF | 4.32 CHF | 20'000 | 1'000 | 19'999 | 1'000 | 85'863 CHF | 4'305 CHF | 86.83% | 86.83% |
| 14.11.2024 | 0.25% | 4.52 CHF | 4.54 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 90'215 CHF | 4'522 CHF | 99.30% | 99.30% |
| 13.11.2024 | 0.27% | 4.37 CHF | 4.38 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 84'488 CHF | 4'236 CHF | 95.89% | 95.89% |
| 12.11.2024 | 0.26% | 4.37 CHF | 4.38 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 85'571 CHF | 4'290 CHF | 95.92% | 95.92% |
| 11.11.2024 | 0.30% | 4.10 CHF | 4.12 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 77'396 CHF | 3'881 CHF | 96.73% | 96.73% |
| 08.11.2024 | 0.32% | 3.81 CHF | 3.83 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 70'917 CHF | 3'557 CHF | 87.54% | 87.54% |
| 07.11.2024 | 0.34% | 3.17 CHF | 3.18 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 66'752 CHF | 3'349 CHF | 82.18% | 82.18% |
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