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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 | 1.63% | 0.97 | 0.99 | 60'000 | 50'000 | 60'000 | 50'000 | 58'094 | 49'209 | 11.58% | 11.65% |
| 19.11.2024 | 1.46% | 0.97 | 0.99 | 60'000 | 50'000 | 57'223 | 50'000 | 56'206 | 49'880 | 100.00% | 100.00% |
| 18.11.2024 | 1.53% | 0.93 | 0.95 | 60'000 | 50'000 | 60'000 | 50'000 | 56'990 | 48'226 | 100.00% | 100.00% |
| 15.11.2024 | 1.68% | 0.92 | 0.93 | 60'000 | 50'000 | 60'000 | 50'000 | 54'339 | 46'049 | 99.99% | 99.99% |
| 14.11.2024 | 2.36% | 0.89 | 0.90 | 60'000 | 50'000 | 34'226 | 31'590 | 30'891 | 29'132 | 89.39% | 89.39% |
| 13.11.2024 | 2.28% | 0.75 | 0.76 | 70'000 | 50'000 | 70'973 | 49'703 | 51'812 | 37'133 | 99.32% | 99.32% |
| 12.11.2024 | 2.10% | 0.72 | 0.74 | 70'000 | 50'000 | 79'378 | 50'000 | 55'801 | 35'902 | 100.00% | 100.00% |
| 11.11.2024 | 2.15% | 0.66 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 52'262 | 33'373 | 100.00% | 100.00% |
| 08.11.2024 | 2.66% | 0.66 | 0.67 | 80'000 | 50'000 | 81'903 | 50'000 | 53'914 | 33'864 | 100.00% | 100.00% |
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