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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 | - | - |
| 20.09.2024 | 3.73% | 0.25 | 0.26 | 600'000 | 200'000 | 600'000 | 200'000 | 157'956 | 54'652 | 100.00% | 100.00% |
| 19.09.2024 | 3.63% | 0.24 | 0.25 | 600'000 | 200'000 | 601'043 | 200'348 | 163'507 | 56'506 | 99.08% | 99.08% |
| 18.09.2024 | 3.76% | 0.24 | 0.25 | 750'000 | 250'000 | 627'323 | 209'108 | 163'323 | 56'532 | 99.35% | 99.35% |
| 12.09.2024 | 4.56% | 0.28 | 0.29 | 750'000 | 250'000 | 750'000 | 250'000 | 163'421 | 56'974 | 99.08% | 99.08% |
| 11.09.2024 | 5.40% | 0.18 | 0.19 | 750'000 | 250'000 | 750'000 | 250'000 | 135'668 | 47'723 | 99.58% | 99.58% |
| 10.09.2024 | 6.69% | 0.15 | 0.16 | 750'000 | 250'000 | 750'000 | 250'000 | 108'465 | 38'655 | 99.24% | 99.24% |
| 09.09.2024 | 7.48% | 0.14 | 0.15 | 900'000 | 300'000 | 863'328 | 287'776 | 111'053 | 39'895 | 99.19% | 99.19% |
| 06.09.2024 | 5.76% | 0.15 | 0.16 | 750'000 | 250'000 | 752'806 | 250'935 | 127'361 | 44'963 | 96.74% | 96.74% |
| 05.09.2024 | 5.21% | 0.19 | 0.20 | 750'000 | 250'000 | 750'000 | 250'000 | 140'533 | 49'344 | 99.58% | 99.58% |
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