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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 | - | - |
| 15.03.2024 | 3.74% | 0.26 | 0.27 | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 393'867 | 40'887 | 100.00% | 100.00% |
| 14.03.2024 | 3.95% | 0.23 | 0.24 | 1'500'000 | 150'000 | 1'500'000 | 171'954 | 373'893 | 44'777 | 98.29% | 98.29% |
| 13.03.2024 | 5.83% | 0.16 | 0.17 | 1'500'000 | 200'000 | 1'500'000 | 203'049 | 251'962 | 36'046 | 99.36% | 99.36% |
| 12.03.2024 | 9.61% | 0.13 | 0.14 | 1'500'000 | 250'000 | 1'500'000 | 294'465 | 150'317 | 32'269 | 99.33% | 99.33% |
| 11.03.2024 | 16.90% | 0.05 | 0.06 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 55'661 | 26'265 | 99.38% | 99.38% |
| 08.03.2024 | 16.18% | 0.08 | 0.09 | 1'000'000 | 400'000 | 988'569 | 388'569 | 57'905 | 26'445 | 97.63% | 97.63% |
| 07.03.2024 | 15.81% | 0.06 | 0.07 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 58'796 | 27'518 | 99.28% | 99.28% |
| 06.03.2024 | 27.37% | 0.06 | 0.07 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 33'079 | 17'231 | 99.37% | 99.37% |
| 29.02.2024 | 14.74% | 0.05 | 0.06 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 63'342 | 29'337 | 98.84% | 98.84% |
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