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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 | 2.10% | 0.45 CHF | 0.46 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'998 | 471'683 CHF | 240'840 CHF | 100.00% | 100.00% |
| 24.02.2021 | 2.00% | 0.51 CHF | 0.52 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 495'688 CHF | 252'844 CHF | 99.98% | 99.98% |
| 22.02.2021 | 1.97% | 0.50 CHF | 0.51 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'996 | 501'982 CHF | 255'989 CHF | 100.00% | 100.00% |
| 19.02.2021 | 1.83% | 0.55 CHF | 0.56 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 541'919 CHF | 275'960 CHF | 99.91% | 99.91% |
| 18.02.2021 | 1.69% | 0.58 CHF | 0.59 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 588'245 CHF | 299'123 CHF | 38.58% | 38.58% |
| 17.02.2021 | 1.67% | 0.59 CHF | 0.60 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 593'172 CHF | 301'586 CHF | 100.00% | 100.00% |
| 16.02.2021 | 1.58% | 0.63 CHF | 0.64 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 629'497 CHF | 319'749 CHF | 100.00% | 100.00% |
| 15.02.2021 | 1.64% | 0.60 CHF | 0.61 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 604'726 CHF | 307'363 CHF | 100.00% | 100.00% |
| 12.02.2021 | 1.66% | 0.61 CHF | 0.62 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 598'871 CHF | 304'435 CHF | 99.36% | 99.36% |
| 11.02.2021 | 1.81% | 0.56 CHF | 0.57 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'971 | 547'030 CHF | 278'499 CHF | 99.98% | 99.98% |
