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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 | 0.49% | 2.95 CHF | 2.96 CHF | 200'000 | 200'000 | 90'643 | 90'643 | 274'285 CHF | 275'401 CHF | 97.35% | 97.35% |
| 24.02.2021 | 0.51% | 3.10 CHF | 3.11 CHF | 200'000 | 200'000 | 90'006 | 90'006 | 267'868 CHF | 268'980 CHF | 98.58% | 98.58% |
| 22.02.2021 | 0.46% | 3.20 CHF | 3.21 CHF | 200'000 | 200'000 | 89'712 | 89'712 | 295'269 CHF | 296'379 CHF | 98.70% | 98.70% |
| 19.02.2021 | 0.42% | 3.57 CHF | 3.58 CHF | 200'000 | 200'000 | 89'894 | 89'894 | 324'031 CHF | 325'142 CHF | 98.84% | 98.84% |
| 18.02.2021 | 0.43% | 3.55 CHF | 3.56 CHF | 200'000 | 200'000 | 89'552 | 89'552 | 316'812 CHF | 317'922 CHF | 98.78% | 98.78% |
| 17.02.2021 | 0.46% | 3.44 CHF | 3.45 CHF | 200'000 | 200'000 | 88'082 | 88'082 | 310'995 CHF | 312'092 CHF | 99.05% | 99.05% |
| 16.02.2021 | 0.60% | 3.69 CHF | 3.70 CHF | 100'000 | 100'000 | 45'169 | 45'169 | 171'386 CHF | 172'175 CHF | 97.92% | 97.92% |
| 15.02.2021 | 0.78% | 3.85 CHF | 3.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'879 CHF | 77'479 CHF | 98.33% | 98.33% |
| 12.02.2021 | 0.62% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 44'821 | 44'821 | 164'748 CHF | 165'534 CHF | 99.06% | 99.06% |
| 11.02.2021 | 0.40% | 3.77 CHF | 3.78 CHF | 100'000 | 100'000 | 113'741 | 113'741 | 431'780 CHF | 433'237 CHF | 99.16% | 99.16% |
