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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 | 0.40% | 15.56 CHF | 15.62 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'787 CHF | 31'915 CHF | 100.00% | 100.00% |
| 19.11.2024 | 0.51% | 14.65 CHF | 14.72 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 28'431 CHF | 28'576 CHF | 97.99% | 97.99% |
| 18.11.2024 | 0.41% | 17.93 CHF | 18.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 36'845 CHF | 36'996 CHF | 100.00% | 100.00% |
| 15.11.2024 | 0.42% | 18.86 CHF | 18.95 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 20'598 CHF | 20'685 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.36% | 22.49 CHF | 22.56 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 41'251 CHF | 41'399 CHF | 99.97% | 99.97% |
| 13.11.2024 | 0.36% | 18.96 CHF | 19.03 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 38'432 CHF | 38'570 CHF | 100.00% | 100.00% |
| 12.11.2024 | 0.39% | 18.02 CHF | 18.09 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 39'132 CHF | 39'283 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.36% | 19.68 CHF | 19.75 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 38'076 CHF | 38'214 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.40% | 17.82 CHF | 17.89 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'263 CHF | 35'403 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.79% | 18.17 CHF | 18.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 38'434 CHF | 38'740 CHF | 100.00% | 100.00% |
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