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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 | - | - |
| 04.07.2024 | 13.25% | 0.01 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 35'474 | 8'095 | 17.18% | 31.84% |
| 03.07.2024 | 10.22% | 0.10 | 0.11 | 500'000 | 100'000 | 494'950 | 100'000 | 46'385 | 10'391 | 99.73% | 99.73% |
| 02.07.2024 | 8.37% | 0.09 | 0.10 | 500'000 | 100'000 | 432'941 | 100'000 | 49'755 | 12'682 | 100.00% | 100.00% |
| 01.07.2024 | 9.72% | 0.07 | 0.08 | 500'000 | 100'000 | 475'658 | 100'000 | 47'512 | 11'093 | 83.21% | 89.43% |
| 28.06.2024 | 8.81% | 0.11 | 0.12 | 460'000 | 100'000 | 461'533 | 100'000 | 50'151 | 11'924 | 97.94% | 97.94% |
| 27.06.2024 | 6.98% | 0.15 | 0.16 | 340'000 | 100'000 | 367'012 | 100'000 | 50'775 | 14'886 | 99.46% | 99.46% |
| 26.06.2024 | 10.32% | 0.13 | 0.14 | 390'000 | 100'000 | 465'814 | 100'000 | 44'531 | 10'744 | 88.33% | 100.00% |
| 25.06.2024 | 7.54% | 0.13 | 0.14 | 390'000 | 100'000 | 396'302 | 100'000 | 50'568 | 13'804 | 100.00% | 100.00% |
| 24.06.2024 | 6.68% | 0.11 | 0.12 | 460'000 | 100'000 | 351'363 | 100'000 | 50'789 | 15'997 | 100.00% | 100.00% |
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