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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 08.12.2023 | 1.88% | 0.34 | 0.50 | 250'000 | 250'000 | 250'000 | 250'000 | 132'257 | 134'757 | 63.15% | 94.13% |
| 07.12.2023 | 1.66% | 0.57 | 0.58 | 250'000 | 250'000 | 250'000 | 250'000 | 149'581 | 152'081 | 99.49% | 99.49% |
| 06.12.2023 | 1.55% | 0.48 | 0.50 | 250'000 | 250'000 | 249'534 | 250'000 | 162'919 | 165'765 | 89.37% | 98.83% |
| 05.12.2023 | 1.09% | 0.78 | 0.79 | 250'000 | 250'000 | 250'000 | 249'583 | 230'252 | 232'333 | 99.91% | 99.91% |
| 04.12.2023 | 0.98% | 1.05 | 1.06 | 250'000 | 250'000 | 249'578 | 249'578 | 255'278 | 257'800 | 98.78% | 98.78% |
| 01.12.2023 | 0.84% | 1.06 | 1.07 | 250'000 | 250'000 | 250'000 | 250'000 | 296'015 | 298'515 | 99.92% | 99.92% |
| 30.11.2023 | 0.71% | 1.36 | 1.37 | 250'000 | 250'000 | 250'000 | 250'000 | 349'900 | 352'400 | 96.36% | 96.36% |
| 29.11.2023 | 0.65% | 1.48 | 1.49 | 250'000 | 250'000 | 250'000 | 250'000 | 385'835 | 388'335 | 99.24% | 99.24% |
| 28.11.2023 | 0.52% | 1.86 | 1.87 | 250'000 | 250'000 | 250'000 | 250'000 | 482'588 | 485'088 | 99.80% | 99.80% |
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