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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 | 0.95% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 55'329 | 52'686 | 59'715 CHF | 57'433 CHF | 99.66% | 99.66% |
| 19.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 55'332 | 52'694 | 61'428 CHF | 59'128 CHF | 99.58% | 99.58% |
| 18.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 55'327 | 52'680 | 59'572 CHF | 57'221 CHF | 99.66% | 99.66% |
| 15.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 60'745 | 58'108 | 71'815 CHF | 69'211 CHF | 98.82% | 98.82% |
| 14.11.2024 | 0.93% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 56'742 | 53'520 | 63'832 CHF | 60'764 CHF | 84.31% | 84.31% |
| 13.11.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 63'093 | 53'401 | 61'426 CHF | 52'575 CHF | 97.14% | 97.14% |
| 12.11.2024 | 1.18% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 63'200 | 52'717 | 58'975 CHF | 49'863 CHF | 99.53% | 99.53% |
| 11.11.2024 | 1.49% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 71'065 | 52'674 | 53'680 CHF | 40'297 CHF | 99.68% | 99.68% |
| 08.11.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 79'999 | 24'866 | 55'775 CHF | 17'615 CHF | 58.94% | 58.94% |
| 07.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 81'391 | 51'155 | 54'033 CHF | 34'148 CHF | 88.28% | 88.28% |
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