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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 | - | - |
| 19.09.2024 | 97.63% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'355 | 3'839 | 100.00% | 100.00% |
| 18.09.2024 | 21.33% | 0.04 | 0.05 | 1'000'000 | 250'000 | 988'305 | 344'754 | 42'913 | 19'248 | 100.00% | 100.00% |
| 12.09.2024 | 7.70% | 0.11 | 0.12 | 500'000 | 500'000 | 412'895 | 412'895 | 51'520 | 55'649 | 99.70% | 99.70% |
| 11.09.2024 | 5.42% | 0.19 | 0.20 | 225'000 | 225'000 | 289'388 | 289'387 | 51'933 | 54'826 | 99.80% | 99.80% |
| 10.09.2024 | 5.95% | 0.18 | 0.19 | 275'000 | 275'000 | 319'300 | 319'305 | 52'061 | 55'255 | 99.83% | 99.83% |
| 09.09.2024 | 4.88% | 0.20 | 0.21 | 275'000 | 275'000 | 263'810 | 263'810 | 52'782 | 55'420 | 98.59% | 98.59% |
| 06.09.2024 | 4.89% | 0.25 | 0.26 | 250'000 | 250'000 | 264'058 | 264'056 | 52'920 | 55'560 | 94.97% | 94.97% |
| 05.09.2024 | 5.91% | 0.18 | 0.19 | 325'000 | 325'000 | 317'982 | 317'982 | 52'175 | 55'355 | 99.03% | 99.03% |
| 04.09.2024 | 7.56% | 0.14 | 0.15 | 375'000 | 375'000 | 410'300 | 404'673 | 52'163 | 55'609 | 98.92% | 98.92% |
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