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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 | 91.85% | 0.01 | 0.02 | 300'000 | 300'000 | 116'379 | 116'379 | 1'200 | 2'823 | 84.56% | 96.64% |
| 30.07.2024 | 12.46% | 0.06 | 0.07 | 50'000 | 50'000 | 19'024 | 19'024 | 2'213 | 2'481 | 93.18% | 93.18% |
| 29.07.2024 | 9.43% | 0.16 | 0.17 | 50'000 | 50'000 | 18'694 | 18'694 | 3'511 | 3'777 | 98.11% | 98.11% |
| 25.07.2024 | 10.23% | 0.21 | 0.22 | 50'000 | 50'000 | 19'022 | 19'022 | 3'009 | 3'277 | 95.08% | 95.08% |
| 24.07.2024 | 3.15% | 0.43 | 0.44 | 60'000 | 20'000 | 59'863 | 7'510 | 32'986 | 3'950 | 97.83% | 97.83% |
| 23.07.2024 | 2.41% | 0.79 | 0.80 | 30'000 | 10'000 | 30'000 | 3'773 | 22'103 | 2'913 | 97.02% | 97.02% |
| 22.07.2024 | 2.82% | 0.70 | 0.71 | 60'000 | 20'000 | 60'000 | 7'485 | 38'063 | 5'127 | 99.12% | 99.12% |
| 19.07.2024 | 2.58% | 0.62 | 0.63 | 30'000 | 10'000 | 30'000 | 3'768 | 20'352 | 2'553 | 96.13% | 96.13% |
| 18.07.2024 | 2.72% | 0.53 | 0.54 | 60'000 | 20'000 | 71'070 | 7'573 | 48'945 | 5'189 | 95.95% | 95.95% |
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