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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27.11.2024 | 1.05% | 93.60 % | 94.60 % | 100'000 | 100'000 | 27'424 | 27'424 | 25'818 USD | 26'092 USD | 96.83% | 96.83% |
| 26.11.2024 | 1.06% | 94.30 % | 95.30 % | 100'000 | 100'000 | 27'425 | 27'425 | 25'855 USD | 26'129 USD | 96.84% | 96.84% |
| 25.11.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 27'551 | 27'551 | 25'893 USD | 26'169 USD | 96.14% | 96.14% |
| 22.11.2024 | 1.07% | 93.20 % | 94.20 % | 100'000 | 100'000 | 26'902 | 26'902 | 25'057 USD | 25'326 USD | 99.83% | 99.83% |
| 20.11.2024 | 1.07% | 92.50 % | 93.50 % | 100'000 | 100'000 | 34'421 | 34'421 | 31'925 USD | 32'269 USD | 69.09% | 97.86% |
| 19.11.2024 | 1.07% | 92.95 % | 93.95 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'873 USD | 26'152 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.07% | 92.85 % | 93.85 % | 100'000 | 100'000 | 27'307 | 27'307 | 25'379 USD | 25'652 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.05% | 92.85 % | 93.85 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'407 USD | 25'678 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.04% | 95.00 % | 96.00 % | 100'000 | 100'000 | 26'961 | 26'961 | 25'653 USD | 25'922 USD | 99.48% | 99.48% |
| 13.11.2024 | 1.05% | 95.60 % | 96.60 % | 100'000 | 100'000 | 28'811 | 28'811 | 27'405 USD | 27'693 USD | 89.69% | 89.69% |
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