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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 | - | - |
| 08.12.2023 | 9.25% | 0.08 | 0.09 | 173'887 | 100'000 | 172'383 | 100'000 | 17'931 | 11'406 | 57.18% | 57.18% |
| 07.12.2023 | 8.31% | 0.12 | 0.13 | 171'773 | 100'000 | 171'796 | 100'000 | 19'927 | 12'601 | 99.58% | 99.58% |
| 06.12.2023 | 16.50% | 0.13 | 0.15 | 50'000 | 50'000 | 50'000 | 50'000 | 5'637 | 6'637 | 100.00% | 100.00% |
| 05.12.2023 | 8.11% | 0.13 | 0.14 | 170'467 | 100'000 | 171'342 | 100'000 | 20'452 | 12'941 | 100.00% | 100.00% |
| 04.12.2023 | 7.03% | 0.11 | 0.12 | 171'776 | 100'000 | 169'760 | 100'000 | 23'689 | 14'967 | 96.15% | 96.15% |
| 01.12.2023 | 5.93% | 0.17 | 0.18 | 167'796 | 100'000 | 168'597 | 100'000 | 27'746 | 17'462 | 100.00% | 100.00% |
| 30.11.2023 | 5.77% | 0.18 | 0.19 | 166'532 | 100'000 | 168'404 | 100'000 | 28'425 | 17'881 | 99.55% | 99.55% |
| 29.11.2023 | 5.29% | 0.18 | 0.19 | 167'374 | 100'000 | 167'728 | 100'000 | 30'875 | 19'408 | 100.00% | 100.00% |
| 28.11.2023 | 5.91% | 0.17 | 0.18 | 169'803 | 100'000 | 169'994 | 100'000 | 27'949 | 17'442 | 100.00% | 100.00% |
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