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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.11.2024 | 1.07% | 92.20 % | 93.20 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'229 USD | 25'502 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.08% | 92.20 % | 93.20 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'724 USD | 26'002 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.09% | 91.65 % | 92.65 % | 100'000 | 100'000 | 27'308 | 27'308 | 24'969 USD | 25'242 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'832 USD | 25'103 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 63'745 | 63'745 | 58'312 USD | 58'949 USD | 28.56% | 28.56% |
| 13.11.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 28'734 | 28'734 | 26'361 USD | 26'648 USD | 90.06% | 90.06% |
| 12.11.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'960 USD | 25'232 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.05% | 94.65 % | 95.65 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'465 USD | 9'565 USD | 18.77% | 18.77% |
| 08.11.2024 | 1.05% | 94.45 % | 95.45 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'713 USD | 25'985 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'884 USD | 96'884 USD | 13.79% | 13.79% |
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