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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 | - | - |
| 20.11.2024 | 4.09% | 0.24 | 0.25 | 210'000 | 100'000 | 210'208 | 100'000 | 50'400 | 24'979 | 11.58% | 11.65% |
| 19.11.2024 | 4.29% | 0.24 | 0.25 | 210'000 | 100'000 | 221'888 | 100'000 | 50'583 | 23'832 | 100.00% | 100.00% |
| 18.11.2024 | 3.78% | 0.26 | 0.27 | 200'000 | 100'000 | 198'125 | 100'000 | 51'459 | 26'989 | 100.00% | 100.00% |
| 15.11.2024 | 3.65% | 0.26 | 0.27 | 200'000 | 100'000 | 191'025 | 100'000 | 51'363 | 27'898 | 99.99% | 99.99% |
| 14.11.2024 | 4.03% | 0.25 | 0.26 | 200'000 | 100'000 | 206'949 | 100'000 | 50'276 | 25'348 | 99.52% | 99.52% |
| 13.11.2024 | 3.96% | 0.25 | 0.26 | 200'000 | 100'000 | 203'171 | 99'703 | 50'660 | 25'880 | 99.32% | 99.32% |
| 12.11.2024 | 3.61% | 0.26 | 0.27 | 200'000 | 100'000 | 187'865 | 100'000 | 51'121 | 28'240 | 100.00% | 100.00% |
| 11.11.2024 | 2.87% | 0.34 | 0.35 | 150'000 | 100'000 | 150'603 | 100'000 | 51'813 | 35'409 | 100.00% | 100.00% |
| 08.11.2024 | 2.93% | 0.32 | 0.33 | 160'000 | 100'000 | 154'097 | 100'000 | 51'838 | 34'660 | 100.00% | 100.00% |
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