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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 | 6.89% | 0.56 | 0.60 | 52'421 | 50'000 | 52'155 | 50'000 | 29'227 | 30'021 | 11.58% | 11.65% |
| 19.11.2024 | 4.36% | 0.56 | 0.58 | 52'527 | 50'000 | 53'719 | 50'000 | 27'922 | 27'169 | 100.00% | 100.00% |
| 18.11.2024 | 5.86% | 0.52 | 0.54 | 53'962 | 50'000 | 55'490 | 43'384 | 26'796 | 22'580 | 100.00% | 100.00% |
| 15.11.2024 | 5.11% | 0.39 | 0.41 | 60'218 | 50'000 | 57'744 | 50'000 | 25'529 | 23'326 | 99.97% | 99.97% |
| 14.11.2024 | 4.02% | 0.71 | 0.74 | 49'868 | 50'000 | 50'920 | 50'000 | 33'660 | 34'411 | 99.27% | 99.27% |
| 13.11.2024 | 3.34% | 0.67 | 0.70 | 50'610 | 50'000 | 51'605 | 49'375 | 32'436 | 32'093 | 99.40% | 99.40% |
| 12.11.2024 | 3.51% | 0.64 | 0.66 | 51'562 | 50'000 | 51'535 | 50'000 | 32'885 | 33'065 | 100.00% | 100.00% |
| 11.11.2024 | 3.16% | 0.67 | 0.69 | 50'769 | 50'000 | 50'386 | 50'000 | 34'616 | 35'461 | 100.00% | 100.00% |
| 08.11.2024 | 3.14% | 0.67 | 0.69 | 50'558 | 50'000 | 50'814 | 50'000 | 33'625 | 34'143 | 100.00% | 100.00% |
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