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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 | 1.15% | 0.85 | 0.86 | 450'000 | 75'000 | 450'000 | 75'000 | 388'234 | 65'456 | 99.99% | 99.99% |
| 19.09.2024 | 1.22% | 0.89 | 0.90 | 450'000 | 75'000 | 450'000 | 75'000 | 368'064 | 62'094 | 99.16% | 99.16% |
| 18.09.2024 | 1.64% | 0.65 | 0.66 | 450'000 | 75'000 | 450'000 | 75'000 | 272'653 | 46'192 | 99.25% | 99.25% |
| 12.09.2024 | 2.07% | 0.53 | 0.54 | 450'000 | 150'000 | 450'000 | 150'000 | 216'789 | 73'763 | 99.24% | 99.24% |
| 11.09.2024 | 4.87% | 0.19 | 0.20 | 600'000 | 200'000 | 600'000 | 200'000 | 121'200 | 42'400 | 99.25% | 99.25% |
| 10.09.2024 | 4.56% | 0.20 | 0.21 | 600'000 | 200'000 | 600'000 | 200'000 | 130'198 | 45'399 | 99.14% | 99.14% |
| 09.09.2024 | 5.32% | 0.21 | 0.22 | 600'000 | 200'000 | 600'000 | 200'000 | 110'254 | 38'751 | 99.27% | 99.27% |
| 06.09.2024 | 5.24% | 0.15 | 0.16 | 600'000 | 200'000 | 600'000 | 200'000 | 112'648 | 39'549 | 99.23% | 99.23% |
| 05.09.2024 | 5.38% | 0.18 | 0.19 | 600'000 | 200'000 | 600'000 | 200'000 | 108'741 | 38'247 | 99.26% | 99.26% |
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