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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 | 2.02% | 0.85 | 0.87 | 60'000 | 50'000 | 60'000 | 50'000 | 50'970 | 43'343 | 11.58% | 11.65% |
| 19.11.2024 | 1.65% | 0.85 | 0.87 | 60'000 | 50'000 | 60'323 | 50'000 | 52'152 | 43'958 | 100.00% | 100.00% |
| 18.11.2024 | 1.70% | 0.82 | 0.83 | 70'000 | 50'000 | 66'752 | 50'000 | 55'471 | 42'282 | 100.00% | 100.00% |
| 15.11.2024 | 1.89% | 0.80 | 0.82 | 70'000 | 50'000 | 70'000 | 50'000 | 55'099 | 40'109 | 99.99% | 99.99% |
| 14.11.2024 | 2.94% | 0.77 | 0.78 | 70'000 | 50'000 | 36'862 | 31'590 | 28'892 | 25'424 | 89.39% | 89.39% |
| 13.11.2024 | 2.51% | 0.63 | 0.65 | 80'000 | 50'000 | 87'901 | 49'703 | 53'850 | 31'246 | 99.32% | 99.32% |
| 12.11.2024 | 2.63% | 0.60 | 0.62 | 90'000 | 50'000 | 90'000 | 50'000 | 52'597 | 29'998 | 100.00% | 100.00% |
| 11.11.2024 | 2.73% | 0.54 | 0.56 | 100'000 | 50'000 | 100'000 | 50'000 | 53'427 | 27'451 | 100.00% | 100.00% |
| 08.11.2024 | 3.28% | 0.54 | 0.56 | 100'000 | 50'000 | 97'698 | 50'000 | 52'583 | 27'895 | 100.00% | 100.00% |
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