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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.11.2024 | 1.22% | 79.80 % | 80.80 % | 100'000 | 100'000 | 27'241 | 27'241 | 22'000 USD | 22'272 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.19% | 82.05 % | 83.05 % | 100'000 | 100'000 | 22'823 | 22'823 | 18'897 USD | 19'125 USD | 85.91% | 85.91% |
| 18.11.2024 | 1.16% | 82.80 % | 83.80 % | 100'000 | 100'000 | 24'951 | 24'951 | 21'056 USD | 21'305 USD | 92.07% | 92.07% |
| 15.11.2024 | 1.15% | 86.45 % | 87.45 % | 100'000 | 100'000 | 30'406 | 30'406 | 26'368 USD | 26'672 USD | 63.20% | 63.20% |
| 14.11.2024 | 1.15% | 86.75 % | 87.75 % | 100'000 | 100'000 | 64'018 | 64'018 | 55'483 USD | 56'123 USD | 28.77% | 28.77% |
| 13.11.2024 | 1.15% | 86.60 % | 87.60 % | 100'000 | 100'000 | 28'810 | 28'810 | 24'997 USD | 25'285 USD | 89.70% | 89.70% |
| 12.11.2024 | 1.15% | 86.75 % | 87.75 % | 100'000 | 100'000 | 27'148 | 27'148 | 23'612 USD | 23'883 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.15% | 86.10 % | 87.10 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'610 USD | 8'710 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.17% | 85.80 % | 86.80 % | 100'000 | 100'000 | 27'158 | 27'158 | 23'274 USD | 23'545 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.18% | 85.30 % | 86.30 % | 100'000 | 100'000 | 23'316 | 23'316 | 19'833 USD | 20'066 USD | 92.67% | 92.67% |
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