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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 | - | - |
| 20.11.2024 | 0.36% | 3.11 | 3.12 | 20'000 | 10'000 | 20'000 | 10'000 | 62'506 | 31'366 | 11.58% | 11.65% |
| 19.11.2024 | 0.41% | 3.01 | 3.02 | 20'000 | 10'000 | 20'000 | 10'000 | 59'252 | 29'748 | 100.00% | 100.00% |
| 18.11.2024 | 0.40% | 3.00 | 3.01 | 20'000 | 10'000 | 20'000 | 10'000 | 60'515 | 30'380 | 100.00% | 100.00% |
| 15.11.2024 | 0.51% | 3.06 | 3.07 | 20'000 | 10'000 | 14'531 | 8'177 | 45'085 | 25'434 | 100.00% | 100.00% |
| 14.11.2024 | 0.42% | 3.03 | 3.04 | 20'000 | 10'000 | 20'000 | 10'000 | 60'891 | 30'575 | 99.44% | 99.44% |
| 13.11.2024 | 0.40% | 3.12 | 3.13 | 20'000 | 10'000 | 20'000 | 9'937 | 60'497 | 30'175 | 98.88% | 98.88% |
| 12.11.2024 | 0.38% | 3.04 | 3.05 | 20'000 | 10'000 | 20'000 | 10'000 | 61'653 | 30'945 | 100.00% | 100.00% |
| 11.11.2024 | 0.39% | 3.17 | 3.18 | 20'000 | 10'000 | 20'000 | 10'000 | 64'250 | 32'251 | 100.00% | 100.00% |
| 08.11.2024 | 0.40% | 3.11 | 3.12 | 20'000 | 10'000 | 20'000 | 10'000 | 62'305 | 31'278 | 100.00% | 100.00% |
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