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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 | - | - |
| 02.08.2024 | 10.97% | 0.28 | 0.31 | 184'575 | 25'000 | 165'873 | 25'000 | 51'800 | 8'740 | 91.51% | 91.51% |
| 31.07.2024 | 2.92% | 0.46 | 0.47 | 110'000 | 100'000 | 116'046 | 92'370 | 52'464 | 42'925 | 30.67% | 30.67% |
| 30.07.2024 | 2.89% | 0.43 | 0.44 | 120'000 | 100'000 | 129'739 | 100'000 | 51'845 | 41'188 | 97.53% | 97.53% |
| 29.07.2024 | 2.69% | 0.42 | 0.43 | 120'000 | 100'000 | 121'772 | 99'108 | 51'749 | 43'317 | 100.00% | 100.00% |
| 25.07.2024 | 6.76% | 0.38 | 0.40 | 37'500 | 37'500 | 37'500 | 37'500 | 12'395 | 13'249 | 94.67% | 94.67% |
| 24.07.2024 | 1.54% | 0.83 | 0.84 | 75'000 | 75'000 | 75'000 | 75'000 | 62'900 | 63'874 | 100.00% | 100.00% |
| 23.07.2024 | 1.49% | 0.87 | 0.88 | 75'000 | 75'000 | 74'563 | 74'563 | 63'782 | 64'736 | 98.60% | 98.60% |
| 22.07.2024 | 1.46% | 0.85 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 81'404 | 82'602 | 99.74% | 99.74% |
| 19.07.2024 | 1.71% | 0.76 | 0.78 | 75'000 | 75'000 | 75'025 | 75'000 | 55'608 | 56'547 | 99.62% | 99.62% |
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