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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 | - | 0.04 | 0.10 | 307'565 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 0.72% |
| 07.12.2023 | 7.24% | 0.11 | 0.12 | 309'498 | 100'000 | 305'668 | 98'970 | 41'613 | 14'481 | 99.38% | 99.38% |
| 06.12.2023 | 6.96% | 0.09 | 0.11 | 308'039 | 100'000 | 265'605 | 94'374 | 42'408 | 16'175 | 96.77% | 98.00% |
| 05.12.2023 | 4.42% | 0.17 | 0.18 | 312'317 | 100'000 | 228'370 | 100'000 | 50'467 | 23'237 | 98.29% | 98.29% |
| 04.12.2023 | 3.97% | 0.25 | 0.26 | 200'000 | 100'000 | 206'686 | 100'000 | 51'052 | 25'778 | 96.23% | 96.23% |
| 01.12.2023 | 7.80% | 0.25 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 12'512 | 13'512 | 100.00% | 100.00% |
| 30.11.2023 | 3.28% | 0.28 | 0.29 | 180'000 | 100'000 | 172'012 | 100'000 | 51'624 | 31'160 | 99.55% | 99.55% |
| 29.11.2023 | 4.10% | 0.29 | 0.30 | 180'000 | 100'000 | 172'839 | 93'595 | 46'488 | 26'231 | 100.00% | 100.00% |
| 28.11.2023 | 2.99% | 0.32 | 0.33 | 160'000 | 100'000 | 156'838 | 100'000 | 51'651 | 34'070 | 100.00% | 100.00% |
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