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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'853 | 250'000 | 9'929 CHF | 5'000 CHF | 99.37% | 99.37% |
| 19.11.2024 | 64.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 981'440 | 250'000 | 10'526 CHF | 5'178 CHF | 99.09% | 99.09% |
| 18.11.2024 | 57.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'977 | 250'000 | 12'785 CHF | 5'708 CHF | 99.25% | 99.25% |
| 15.11.2024 | 49.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'505 | 250'000 | 15'153 CHF | 6'313 CHF | 99.39% | 99.39% |
| 14.11.2024 | 34.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'025 | 250'000 | 24'981 CHF | 8'790 CHF | 99.35% | 99.35% |
| 13.11.2024 | 27.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'235 | 250'000 | 31'287 CHF | 10'365 CHF | 99.38% | 99.38% |
| 12.11.2024 | 23.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 973'408 | 268'661 | 37'491 CHF | 13'351 CHF | 99.07% | 99.07% |
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