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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 | - | - |
| 20.11.2024 | 2.05% | 0.74 | 0.75 | 70'000 | 50'000 | 70'000 | 50'000 | 51'632 | 37'643 | 11.58% | 11.65% |
| 19.11.2024 | 1.96% | 0.74 | 0.76 | 70'000 | 50'000 | 70'000 | 50'000 | 52'662 | 38'358 | 100.00% | 100.00% |
| 18.11.2024 | 1.94% | 0.70 | 0.72 | 80'000 | 50'000 | 71'852 | 50'000 | 51'622 | 36'641 | 100.00% | 100.00% |
| 15.11.2024 | 2.26% | 0.69 | 0.70 | 80'000 | 50'000 | 80'000 | 50'000 | 54'027 | 34'539 | 99.99% | 99.99% |
| 14.11.2024 | 3.20% | 0.66 | 0.67 | 80'000 | 50'000 | 39'498 | 31'590 | 26'559 | 21'859 | 89.39% | 89.39% |
| 13.11.2024 | 3.12% | 0.52 | 0.53 | 100'000 | 50'000 | 104'126 | 49'703 | 52'043 | 25'652 | 99.32% | 99.32% |
| 12.11.2024 | 3.58% | 0.49 | 0.51 | 110'000 | 50'000 | 110'000 | 50'000 | 51'796 | 24'402 | 100.00% | 100.00% |
| 11.11.2024 | 3.98% | 0.43 | 0.45 | 120'000 | 50'000 | 120'516 | 50'000 | 50'657 | 21'873 | 100.00% | 100.00% |
| 08.11.2024 | 4.43% | 0.44 | 0.45 | 120'000 | 50'000 | 131'071 | 50'000 | 52'487 | 21'039 | 33.52% | 33.52% |
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