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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.11.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'195 USD | 26'468 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.03% | 95.50 % | 96.50 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'776 USD | 27'055 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 27'301 | 27'301 | 26'428 USD | 26'701 USD | 97.53% | 97.53% |
| 15.11.2024 | 1.02% | 96.15 % | 97.15 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'278 USD | 26'549 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'625 USD | 26'895 USD | 99.48% | 99.48% |
| 13.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 28'532 | 28'532 | 28'132 USD | 28'417 USD | 91.05% | 91.05% |
| 12.11.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'842 USD | 27'113 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.00% | 99.20 % | 100.20 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'920 USD | 10'020 USD | 88.22% | 88.22% |
| 08.11.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'900 USD | 27'171 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 26'980 | 26'980 | 26'792 USD | 27'062 USD | 76.57% | 76.57% |
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