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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 | - | - |
| 05.11.2024 | 6.17% | 0.12 | 0.14 | 300'000 | 100'000 | 300'000 | 100'000 | 47'826 | 16'942 | 28.31% | 31.63% |
| 04.11.2024 | 3.25% | 0.29 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 90'907 | 31'302 | 93.90% | 93.90% |
| 01.11.2024 | 3.63% | 0.30 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 81'281 | 28'094 | 98.26% | 98.26% |
| 31.10.2024 | 3.87% | 0.25 | 0.26 | 300'000 | 100'000 | 300'000 | 100'000 | 76'229 | 26'410 | 98.75% | 98.75% |
| 30.10.2024 | 3.54% | 0.27 | 0.28 | 300'000 | 100'000 | 300'000 | 100'000 | 83'426 | 28'809 | 98.11% | 98.11% |
| 29.10.2024 | 2.98% | 0.32 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 99'393 | 34'131 | 98.94% | 98.94% |
| 28.10.2024 | 3.04% | 0.34 | 0.35 | 300'000 | 100'000 | 300'000 | 100'000 | 97'351 | 33'450 | 96.13% | 96.13% |
| 25.10.2024 | 3.33% | 0.30 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 88'647 | 30'549 | 98.76% | 98.76% |
| 24.10.2024 | 3.34% | 0.32 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 89'153 | 30'718 | 99.09% | 99.09% |
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