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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 | 1.40% | 1.04 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 51'879 | 52'612 | 11.58% | 11.65% |
| 19.11.2024 | 1.52% | 1.04 | 1.06 | 50'000 | 50'000 | 50'000 | 50'000 | 52'541 | 53'344 | 100.00% | 100.00% |
| 18.11.2024 | 1.41% | 1.00 | 1.02 | 50'000 | 50'000 | 50'232 | 50'000 | 51'128 | 51'624 | 100.00% | 100.00% |
| 15.11.2024 | 1.59% | 0.99 | 1.00 | 60'000 | 50'000 | 60'000 | 50'000 | 58'430 | 49'474 | 99.99% | 99.99% |
| 14.11.2024 | 2.25% | 0.96 | 0.97 | 60'000 | 50'000 | 34'226 | 31'590 | 33'219 | 31'288 | 89.39% | 89.39% |
| 13.11.2024 | 2.19% | 0.82 | 0.83 | 70'000 | 50'000 | 70'000 | 49'703 | 55'895 | 40'563 | 99.32% | 99.32% |
| 12.11.2024 | 2.08% | 0.79 | 0.81 | 70'000 | 50'000 | 70'000 | 50'000 | 53'961 | 39'352 | 100.00% | 100.00% |
| 11.11.2024 | 2.16% | 0.73 | 0.74 | 70'000 | 50'000 | 70'516 | 50'000 | 50'793 | 36'805 | 100.00% | 100.00% |
| 08.11.2024 | 2.19% | 0.73 | 0.74 | 70'000 | 50'000 | 72'100 | 50'000 | 52'376 | 37'199 | 100.00% | 100.00% |
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