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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 | 1.91% | 0.91 | 0.93 | 60'000 | 50'000 | 60'000 | 50'000 | 54'497 | 46'291 | 11.58% | 11.65% |
| 19.11.2024 | 1.46% | 0.91 | 0.93 | 60'000 | 50'000 | 60'000 | 50'000 | 55'469 | 46'905 | 100.00% | 100.00% |
| 18.11.2024 | 1.60% | 0.88 | 0.89 | 60'000 | 50'000 | 60'000 | 50'000 | 53'437 | 45'247 | 100.00% | 100.00% |
| 15.11.2024 | 1.74% | 0.86 | 0.87 | 60'000 | 50'000 | 61'252 | 50'000 | 51'841 | 43'076 | 99.99% | 99.99% |
| 14.11.2024 | 2.74% | 0.83 | 0.84 | 70'000 | 50'000 | 34'456 | 31'590 | 29'055 | 27'314 | 89.39% | 89.39% |
| 13.11.2024 | 2.07% | 0.69 | 0.70 | 80'000 | 50'000 | 80'000 | 49'703 | 53'848 | 34'150 | 99.32% | 99.32% |
| 12.11.2024 | 2.59% | 0.66 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 51'449 | 32'998 | 100.00% | 100.00% |
| 11.11.2024 | 2.62% | 0.60 | 0.62 | 90'000 | 50'000 | 90'000 | 50'000 | 53'395 | 30'451 | 100.00% | 100.00% |
| 08.11.2024 | 2.95% | 0.60 | 0.62 | 90'000 | 50'000 | 91'340 | 50'000 | 54'703 | 30'895 | 100.00% | 100.00% |
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