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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 26.01.2021 | 0.65% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 692'400 CHF | 232'300 CHF | 99.08% | 99.08% |
| 25.01.2021 | 0.71% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'196 CHF | 211'565 CHF | 98.42% | 98.42% |
| 22.01.2021 | 0.68% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 660'680 CHF | 221'727 CHF | 99.43% | 99.43% |
| 21.01.2021 | 0.62% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 718'228 CHF | 240'909 CHF | 99.46% | 99.46% |
| 20.01.2021 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 696'837 CHF | 233'779 CHF | 99.44% | 99.44% |
| 19.01.2021 | 0.66% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'371 CHF | 229'624 CHF | 99.45% | 99.45% |
| 18.01.2021 | 0.68% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 658'042 CHF | 220'847 CHF | 99.44% | 99.44% |
| 15.01.2021 | 0.64% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'464 CHF | 233'988 CHF | 98.88% | 98.88% |
| 14.01.2021 | 0.60% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 753'233 CHF | 252'578 CHF | 99.44% | 99.44% |
| 13.01.2021 | 0.61% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 731'209 CHF | 245'236 CHF | 99.45% | 99.45% |
