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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18.08.2022 | 0.88% | 1.18 CHF | 1.19 CHF | 1'370'600 | 1'370'600 | 835'041 | 835'041 | 1'015'480 CHF | 1'024'320 CHF | 100.00% | 100.00% |
| 17.08.2022 | 0.85% | 1.25 CHF | 1.26 CHF | 1'522'300 | 1'522'300 | 927'527 | 927'527 | 1'095'660 CHF | 1'104'930 CHF | 100.00% | 100.00% |
| 16.08.2022 | 0.90% | 1.14 CHF | 1.15 CHF | 1'553'900 | 1'553'900 | 946'739 | 946'739 | 1'056'920 CHF | 1'066'380 CHF | 100.00% | 100.00% |
| 15.08.2022 | 0.85% | 1.17 CHF | 1.18 CHF | 1'452'200 | 1'452'200 | 884'822 | 884'822 | 1'038'310 CHF | 1'047'160 CHF | 100.00% | 100.00% |
| 12.08.2022 | 0.76% | 1.25 CHF | 1.26 CHF | 1'188'300 | 1'188'300 | 724'381 | 724'381 | 940'507 CHF | 947'751 CHF | 99.76% | 99.76% |
| 11.08.2022 | 0.79% | 1.28 CHF | 1.29 CHF | 1'257'100 | 1'257'100 | 765'915 | 765'915 | 956'062 CHF | 963'722 CHF | 100.00% | 100.00% |
| 10.08.2022 | 0.64% | 1.35 CHF | 1.36 CHF | 944'600 | 944'600 | 575'516 | 575'516 | 884'398 CHF | 890'153 CHF | 100.00% | 100.00% |
| 09.08.2022 | 0.62% | 1.70 CHF | 1.71 CHF | 1'043'400 | 1'043'400 | 636'898 | 636'898 | 1'041'870 CHF | 1'048'230 CHF | 98.94% | 98.94% |
| 08.08.2022 | 0.69% | 1.43 CHF | 1.44 CHF | 1'079'400 | 1'079'400 | 655'596 | 655'596 | 943'008 CHF | 949'564 CHF | 99.52% | 99.52% |
| 05.08.2022 | 0.68% | 1.59 CHF | 1.60 CHF | 1'153'200 | 1'153'200 | 702'569 | 702'569 | 1'045'130 CHF | 1'052'160 CHF | 100.00% | 100.00% |
