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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 | 10.32% | 0.08 | 0.09 | 50'000 | 50'000 | 50'000 | 50'000 | 4'622 | 5'122 | 3.40% | 3.40% |
| 07.12.2023 | 7.36% | 0.13 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 6'554 | 7'054 | 99.07% | 99.07% |
| 06.12.2023 | 5.82% | 0.18 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 8'363 | 8'863 | 99.75% | 99.75% |
| 05.12.2023 | 5.32% | 0.18 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 9'162 | 9'662 | 99.95% | 99.95% |
| 04.12.2023 | 4.83% | 0.19 | 0.20 | 50'000 | 50'000 | 50'000 | 50'000 | 10'124 | 10'624 | 98.38% | 98.38% |
| 01.12.2023 | 4.60% | 0.21 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 10'623 | 11'123 | 99.57% | 99.57% |
| 30.11.2023 | 4.79% | 0.20 | 0.21 | 50'000 | 50'000 | 50'000 | 50'000 | 10'187 | 10'687 | 99.64% | 99.64% |
| 29.11.2023 | 4.61% | 0.21 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 10'612 | 11'112 | 99.92% | 99.92% |
| 28.11.2023 | 4.73% | 0.21 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 10'323 | 10'823 | 100.00% | 100.00% |
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