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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.05.2020 | 0.11% | 17.74 CHF | 17.76 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 624'627 CHF | 625'337 CHF | 100.00% | 100.00% |
| 22.05.2020 | 0.12% | 16.58 CHF | 16.60 CHF | 177'100 | 177'100 | 66'570 | 66'570 | 1'106'630 CHF | 1'107'960 CHF | 99.39% | 99.39% |
| 20.05.2020 | 0.12% | 17.18 CHF | 17.20 CHF | 183'100 | 183'100 | 68'610 | 68'610 | 1'165'040 CHF | 1'166'410 CHF | 100.00% | 100.00% |
| 19.05.2020 | 0.12% | 16.99 CHF | 17.01 CHF | 174'400 | 174'400 | 65'340 | 65'340 | 1'114'000 CHF | 1'115'310 CHF | 100.00% | 100.00% |
| 18.05.2020 | 0.12% | 16.98 CHF | 17.00 CHF | 194'000 | 194'000 | 72'621 | 72'621 | 1'194'240 CHF | 1'195'700 CHF | 100.00% | 100.00% |
| 15.05.2020 | 0.14% | 14.37 CHF | 14.39 CHF | 195'400 | 195'400 | 73'222 | 73'222 | 1'070'900 CHF | 1'072'360 CHF | 99.84% | 99.84% |
| 14.05.2020 | 0.15% | 13.93 CHF | 13.95 CHF | 204'900 | 204'900 | 76'857 | 76'857 | 1'038'330 CHF | 1'039'870 CHF | 99.52% | 99.52% |
| 13.05.2020 | 0.13% | 14.64 CHF | 14.66 CHF | 191'300 | 191'300 | 71'634 | 71'634 | 1'069'610 CHF | 1'071'040 CHF | 100.00% | 100.00% |
| 12.05.2020 | 0.12% | 16.56 CHF | 16.58 CHF | 180'400 | 180'400 | 67'617 | 67'617 | 1'116'660 CHF | 1'118'020 CHF | 99.77% | 99.77% |
| 11.05.2020 | 0.12% | 16.24 CHF | 16.26 CHF | 177'900 | 177'900 | 66'650 | 66'650 | 1'090'890 CHF | 1'092'230 CHF | 100.00% | 100.00% |
