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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.02.2021 | 1.24% | 1.54 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'306 CHF | 162'306 CHF | 72.22% | 72.22% |
| 24.02.2021 | 1.21% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'793 CHF | 165'793 CHF | 68.17% | 68.17% |
| 22.02.2021 | 1.19% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'520 CHF | 168'520 CHF | 69.44% | 69.44% |
| 19.02.2021 | 1.19% | 1.77 CHF | 1.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'259 CHF | 169'259 CHF | 69.30% | 69.30% |
| 18.02.2021 | 1.22% | 1.60 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'702 CHF | 164'702 CHF | 65.41% | 65.41% |
| 17.02.2021 | 1.32% | 1.52 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 99'999 | 150'703 CHF | 152'702 CHF | 69.74% | 69.74% |
| 16.02.2021 | 1.13% | 1.78 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'746 CHF | 177'746 CHF | 59.40% | 59.40% |
| 15.02.2021 | 1.14% | 1.79 CHF | 1.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'515 CHF | 176'515 CHF | 76.45% | 76.45% |
| 12.02.2021 | 1.37% | 1.53 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'541 CHF | 147'541 CHF | 75.44% | 75.44% |
| 11.02.2021 | 1.26% | 1.59 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'435 CHF | 159'435 CHF | 72.15% | 72.15% |
