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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 | - | - |
| 05.11.2024 | - | 0.06 | 0.10 | 494'219 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 04.11.2024 | 6.84% | 0.13 | 0.14 | 390'000 | 100'000 | 358'267 | 100'000 | 50'574 | 15'138 | 99.80% | 99.80% |
| 01.11.2024 | 7.22% | 0.13 | 0.14 | 390'000 | 100'000 | 364'035 | 98'169 | 50'440 | 14'628 | 27.98% | 99.49% |
| 31.10.2024 | 7.24% | 0.13 | 0.14 | 390'000 | 100'000 | 380'040 | 100'000 | 50'550 | 14'332 | 99.03% | 99.03% |
| 30.10.2024 | 6.44% | 0.15 | 0.16 | 340'000 | 100'000 | 338'541 | 100'000 | 50'905 | 16'073 | 97.17% | 97.17% |
| 29.10.2024 | 5.02% | 0.17 | 0.18 | 300'000 | 100'000 | 260'427 | 100'000 | 50'505 | 20'495 | 100.00% | 100.00% |
| 28.10.2024 | 5.21% | 0.20 | 0.21 | 250'000 | 100'000 | 270'855 | 99'999 | 50'578 | 19'725 | 100.00% | 100.00% |
| 25.10.2024 | 5.05% | 0.20 | 0.21 | 250'000 | 100'000 | 263'248 | 100'000 | 50'781 | 20'312 | 98.74% | 98.74% |
| 24.10.2024 | 4.76% | 0.20 | 0.21 | 250'000 | 100'000 | 243'909 | 99'559 | 50'437 | 21'614 | 99.24% | 99.24% |
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