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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 | 12.82% | 0.25 | 0.28 | 183'684 | 25'000 | 182'465 | 25'000 | 47'801 | 7'454 | 72.37% | 72.37% |
| 31.07.2024 | 3.33% | 0.41 | 0.42 | 130'000 | 100'000 | 129'682 | 92'370 | 52'499 | 38'569 | 30.67% | 30.67% |
| 30.07.2024 | 3.38% | 0.38 | 0.39 | 140'000 | 100'000 | 146'847 | 100'000 | 51'652 | 36'442 | 97.51% | 97.51% |
| 29.07.2024 | 2.99% | 0.37 | 0.38 | 140'000 | 100'000 | 135'561 | 99'108 | 51'137 | 38'586 | 100.00% | 100.00% |
| 25.07.2024 | 7.99% | 0.33 | 0.35 | 37'500 | 37'500 | 37'500 | 37'500 | 10'602 | 11'467 | 94.66% | 94.66% |
| 24.07.2024 | 1.57% | 0.78 | 0.79 | 75'000 | 75'000 | 75'000 | 75'000 | 59'374 | 60'313 | 99.98% | 99.98% |
| 23.07.2024 | 1.68% | 0.82 | 0.83 | 75'000 | 75'000 | 74'563 | 74'563 | 60'258 | 61'272 | 98.60% | 98.60% |
| 22.07.2024 | 1.87% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 76'561 | 78'006 | 98.56% | 98.56% |
| 19.07.2024 | 1.83% | 0.71 | 0.73 | 80'000 | 75'000 | 79'928 | 75'000 | 55'383 | 52'932 | 100.00% | 100.00% |
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