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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 | - | - |
| 20.09.2024 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |
| 19.09.2024 | 50.80% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'071 | 25'071 | 18.25% | 99.12% |
| 18.09.2024 | 11.52% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 82'165 | 92'165 | 99.51% | 99.51% |
| 12.09.2024 | 4.55% | 0.20 | 0.21 | 980'000 | 980'000 | 976'283 | 976'283 | 213'226 | 223'026 | 100.00% | 100.00% |
| 11.09.2024 | 2.72% | 0.37 | 0.38 | 920'000 | 920'000 | 905'960 | 905'960 | 354'669 | 363'816 | 99.94% | 99.94% |
| 10.09.2024 | 2.68% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 375'610 | 385'610 | 98.80% | 98.80% |
| 09.09.2024 | 2.69% | 0.38 | 0.39 | 940'000 | 940'000 | 940'000 | 940'000 | 345'285 | 354'685 | 100.00% | 100.00% |
| 06.09.2024 | 3.94% | 0.48 | 0.49 | 1'000'000 | 1'000'000 | 952'325 | 952'325 | 336'761 | 346'586 | 97.81% | 97.81% |
| 05.09.2024 | 3.63% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 270'933 | 280'933 | 100.00% | 100.00% |
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