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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 | 0.79% | 1.45 CHF | 1.46 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 55'895 CHF | 1'409 CHF | 99.66% | 99.66% |
| 19.11.2024 | 0.79% | 1.44 CHF | 1.45 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 57'083 CHF | 1'438 CHF | 99.65% | 99.65% |
| 18.11.2024 | 0.77% | 1.41 CHF | 1.42 CHF | 40'000 | 1'000 | 39'999 | 1'000 | 57'233 CHF | 1'442 CHF | 99.68% | 99.68% |
| 15.11.2024 | 0.80% | 1.43 CHF | 1.44 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 56'322 CHF | 1'419 CHF | 99.62% | 99.62% |
| 14.11.2024 | 0.96% | 1.23 CHF | 1.24 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 57'275 CHF | 1'157 CHF | 99.68% | 99.68% |
| 13.11.2024 | 1.00% | 1.03 CHF | 1.05 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 57'595 CHF | 1'163 CHF | 92.89% | 92.89% |
| 12.11.2024 | 1.02% | 1.22 CHF | 1.24 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 55'587 CHF | 1'123 CHF | 99.69% | 99.69% |
| 11.11.2024 | 1.10% | 1.11 CHF | 1.13 CHF | 50'000 | 1'000 | 50'848 | 1'000 | 52'036 CHF | 1'035 CHF | 98.77% | 98.77% |
| 08.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 1'000 | 41'977 | 1'000 | 54'289 CHF | 1'311 CHF | 99.69% | 99.69% |
| 07.11.2024 | 0.90% | 1.32 CHF | 1.34 CHF | 40'000 | 1'000 | 47'829 | 1'000 | 59'043 CHF | 1'249 CHF | 99.67% | 99.67% |
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