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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 26'928 | 26'928 | 25'538 USD | 25'807 USD | 99.67% | 99.67% |
| 20.11.2024 | 1.04% | 94.60 % | 95.60 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'873 USD | 26'146 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.05% | 94.70 % | 95.70 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'424 USD | 26'702 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.06% | 94.45 % | 95.45 % | 100'000 | 100'000 | 27'308 | 27'308 | 25'733 USD | 26'006 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.04% | 94.60 % | 95.60 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'753 USD | 26'024 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.05% | 94.35 % | 95.35 % | 100'000 | 100'000 | 50'542 | 50'542 | 47'818 USD | 48'323 USD | 37.86% | 37.86% |
| 13.11.2024 | 1.05% | 94.95 % | 95.95 % | 100'000 | 100'000 | 28'488 | 28'488 | 27'034 USD | 27'319 USD | 91.26% | 91.26% |
| 12.11.2024 | 1.04% | 94.75 % | 95.75 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'775 USD | 26'046 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.03% | 96.80 % | 97.80 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'680 USD | 9'780 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.02% | 96.70 % | 97.70 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'355 USD | 26'626 USD | 98.34% | 98.34% |
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