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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 | 3.38% | 0.23 | 0.25 | 200'000 | 200'000 | 200'000 | 200'000 | 58'370 | 60'370 | 12.86% | 12.86% |
| 07.12.2023 | 2.63% | 0.37 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 75'016 | 77'016 | 99.49% | 99.49% |
| 06.12.2023 | 2.80% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 71'650 | 73'650 | 98.93% | 98.93% |
| 05.12.2023 | 1.78% | 0.46 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 112'367 | 114'367 | 99.99% | 99.99% |
| 04.12.2023 | 1.53% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 130'103 | 132'103 | 98.90% | 98.90% |
| 01.12.2023 | 1.44% | 0.64 | 0.65 | 200'000 | 200'000 | 200'000 | 200'000 | 137'763 | 139'763 | 100.00% | 100.00% |
| 30.11.2023 | 1.21% | 0.79 | 0.80 | 200'000 | 200'000 | 200'000 | 200'000 | 165'133 | 167'133 | 96.49% | 96.49% |
| 29.11.2023 | 1.15% | 0.86 | 0.87 | 200'000 | 200'000 | 200'000 | 200'000 | 173'523 | 175'523 | 99.30% | 99.30% |
| 28.11.2023 | 0.96% | 1.00 | 1.01 | 200'000 | 200'000 | 200'000 | 200'000 | 208'360 | 210'360 | 100.00% | 100.00% |
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