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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 | - | - |
| 14.11.2024 | 9.61% | 0.08 | 0.10 | 500'000 | 100'000 | 483'266 | 100'000 | 48'074 | 10'983 | 27.65% | 27.76% |
| 13.11.2024 | 6.32% | 0.15 | 0.16 | 340'000 | 100'000 | 321'716 | 99'582 | 50'773 | 16'769 | 93.27% | 93.27% |
| 12.11.2024 | 5.70% | 0.17 | 0.18 | 300'000 | 100'000 | 298'811 | 100'000 | 50'879 | 18'060 | 99.99% | 99.99% |
| 11.11.2024 | 4.99% | 0.19 | 0.20 | 270'000 | 100'000 | 258'993 | 100'000 | 50'610 | 20'569 | 99.99% | 99.99% |
| 08.11.2024 | 3.61% | 0.25 | 0.26 | 200'000 | 100'000 | 188'876 | 100'000 | 51'300 | 28'211 | 100.00% | 100.00% |
| 07.11.2024 | 4.08% | 0.27 | 0.28 | 190'000 | 100'000 | 205'343 | 99'697 | 50'449 | 25'597 | 99.99% | 99.99% |
| 06.11.2024 | 4.03% | 0.24 | 0.25 | 210'000 | 100'000 | 208'538 | 100'000 | 50'679 | 25'342 | 99.99% | 99.99% |
| 05.11.2024 | 2.65% | 0.36 | 0.37 | 140'000 | 100'000 | 140'060 | 100'000 | 52'169 | 38'249 | 100.00% | 100.00% |
| 04.11.2024 | 2.68% | 0.37 | 0.38 | 140'000 | 100'000 | 140'677 | 100'000 | 51'837 | 37'859 | 99.70% | 99.70% |
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