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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 | 6.43% | 0.11 | 0.13 | 600'000 | 200'000 | 600'000 | 200'000 | 90'657 | 32'219 | 80.53% | 81.91% |
| 07.12.2023 | 5.51% | 0.17 | 0.18 | 600'000 | 200'000 | 600'000 | 200'000 | 106'037 | 37'346 | 98.95% | 98.95% |
| 06.12.2023 | 5.67% | 0.15 | 0.16 | 600'000 | 200'000 | 600'000 | 200'000 | 103'850 | 36'617 | 96.51% | 96.51% |
| 05.12.2023 | 5.45% | 0.17 | 0.18 | 600'000 | 200'000 | 600'000 | 200'000 | 107'155 | 37'718 | 98.91% | 98.91% |
| 04.12.2023 | 5.34% | 0.18 | 0.19 | 600'000 | 200'000 | 600'000 | 200'000 | 109'400 | 38'467 | 98.93% | 98.93% |
| 01.12.2023 | 5.13% | 0.19 | 0.20 | 600'000 | 200'000 | 600'000 | 200'000 | 114'032 | 40'011 | 98.88% | 98.88% |
| 30.11.2023 | 5.01% | 0.20 | 0.21 | 600'000 | 200'000 | 600'000 | 200'000 | 117'101 | 41'034 | 98.87% | 98.87% |
| 29.11.2023 | 3.70% | 0.24 | 0.25 | 600'000 | 200'000 | 600'000 | 200'000 | 159'398 | 55'133 | 98.93% | 98.93% |
| 28.11.2023 | 3.33% | 0.29 | 0.30 | 600'000 | 200'000 | 600'000 | 200'000 | 177'232 | 61'077 | 98.91% | 98.91% |
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