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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 | - | 0.01 | 0.04 | 25'000 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 11.58% |
| 19.11.2024 | 120.00% | 0.01 | 0.04 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 1'000 | 30.33% | 100.00% |
| 18.11.2024 | 120.00% | 0.01 | 0.04 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 1'000 | 18.32% | 99.88% |
| 15.11.2024 | 120.00% | 0.01 | 0.04 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 1'000 | 10.44% | 100.00% |
| 14.11.2024 | 120.00% | 0.01 | 0.04 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 1'000 | 72.15% | 98.74% |
| 13.11.2024 | 120.00% | 0.01 | 0.04 | 25'000 | 25'000 | 58'304 | 25'000 | 583 | 1'000 | 25.81% | 97.44% |
| 12.11.2024 | 48.84% | 0.01 | 0.04 | 12'500 | 12'500 | 497'360 | 24'932 | 12'328 | 997 | 95.38% | 98.53% |
| 11.11.2024 | 28.82% | 0.03 | 0.04 | 500'000 | 25'000 | 500'000 | 25'000 | 14'967 | 1'000 | 93.97% | 93.97% |
| 08.11.2024 | 53.94% | 0.03 | 0.04 | 500'000 | 25'000 | 500'000 | 25'000 | 11'671 | 1'000 | 96.20% | 96.20% |
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