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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 | 0.80% | 1.30 CHF | 1.31 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 51'148 CHF | 1'289 CHF | 99.66% | 99.66% |
| 19.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 52'426 CHF | 1'321 CHF | 99.58% | 99.58% |
| 18.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 40'000 | 1'000 | 40'002 | 1'000 | 51'087 CHF | 1'287 CHF | 99.66% | 99.66% |
| 15.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 55'382 CHF | 1'395 CHF | 98.82% | 98.82% |
| 14.11.2024 | 0.79% | 1.38 CHF | 1.39 CHF | 40'000 | 1'000 | 41'234 | 1'000 | 54'305 CHF | 1'331 CHF | 84.32% | 84.32% |
| 13.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 58'569 CHF | 1'182 CHF | 96.19% | 96.19% |
| 12.11.2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 56'488 CHF | 1'140 CHF | 99.54% | 99.54% |
| 11.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 57'218 CHF | 964 CHF | 99.69% | 99.69% |
| 08.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 53'489 CHF | 901 CHF | 58.94% | 58.94% |
| 07.11.2024 | 1.17% | 0.78 CHF | 0.79 CHF | 70'000 | 1'000 | 61'637 | 1'000 | 53'016 CHF | 872 CHF | 88.29% | 88.29% |
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