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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 | - | - |
| 16.10.2024 | - | 0.09 | 0.19 | 1'250 | 1'250 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 15.10.2024 | 3.22% | 0.55 | 0.56 | 96'666 | 75'000 | 38'674 | 38'243 | 21'953 | 22'421 | 100.00% | 100.00% |
| 14.10.2024 | 1.88% | 0.53 | 0.54 | 97'381 | 75'000 | 96'877 | 75'000 | 51'093 | 40'318 | 99.57% | 99.57% |
| 11.10.2024 | 1.94% | 0.53 | 0.54 | 96'522 | 75'000 | 97'026 | 74'516 | 50'100 | 39'229 | 99.65% | 99.65% |
| 10.10.2024 | 1.99% | 0.50 | 0.51 | 97'445 | 75'000 | 97'807 | 72'918 | 48'639 | 36'988 | 99.47% | 99.47% |
| 09.10.2024 | 1.83% | 0.54 | 0.55 | 96'770 | 75'000 | 95'491 | 75'000 | 51'729 | 41'398 | 95.27% | 95.27% |
| 08.10.2024 | 1.90% | 0.54 | 0.55 | 96'649 | 75'000 | 96'788 | 75'000 | 50'465 | 39'860 | 100.00% | 100.00% |
| 07.10.2024 | 1.68% | 0.57 | 0.58 | 90'000 | 50'000 | 90'000 | 50'000 | 52'987 | 29'937 | 100.00% | 100.00% |
| 04.10.2024 | 1.71% | 0.65 | 0.66 | 80'000 | 50'000 | 77'561 | 47'226 | 48'915 | 30'314 | 89.38% | 89.38% |
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