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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 | 6.38% | 0.14 | 0.15 | 600'000 | 200'000 | 600'000 | 200'000 | 91'141 | 32'380 | 100.00% | 100.00% |
| 19.09.2024 | 6.12% | 0.13 | 0.14 | 750'000 | 250'000 | 628'241 | 209'414 | 100'446 | 35'576 | 99.15% | 99.15% |
| 18.09.2024 | 6.40% | 0.13 | 0.14 | 750'000 | 250'000 | 750'000 | 250'000 | 114'049 | 40'516 | 99.28% | 99.28% |
| 12.09.2024 | 8.65% | 0.18 | 0.19 | 750'000 | 250'000 | 852'778 | 284'259 | 96'874 | 35'134 | 99.09% | 99.09% |
| 11.09.2024 | 11.12% | 0.08 | 0.09 | 900'000 | 300'000 | 915'609 | 315'609 | 78'117 | 29'950 | 99.10% | 99.10% |
| 10.09.2024 | 14.47% | 0.07 | 0.08 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 64'472 | 29'789 | 99.23% | 99.23% |
| 09.09.2024 | 17.17% | 0.06 | 0.07 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 53'622 | 25'449 | 99.11% | 99.11% |
| 06.09.2024 | 11.18% | 0.07 | 0.08 | 1'000'000 | 400'000 | 992'344 | 392'344 | 84'784 | 37'403 | 96.66% | 96.66% |
| 05.09.2024 | 9.82% | 0.10 | 0.11 | 900'000 | 300'000 | 901'201 | 301'201 | 87'799 | 32'343 | 98.81% | 98.81% |
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