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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 | 1.34% | 95.65 % | 96.95 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'136 USD | 26'490 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.35% | 95.65 % | 96.95 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'686 USD | 27'048 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.36% | 95.30 % | 96.60 % | 100'000 | 100'000 | 27'307 | 27'307 | 25'972 USD | 26'327 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.35% | 95.25 % | 96.55 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'855 USD | 26'207 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.36% | 95.10 % | 96.40 % | 100'000 | 100'000 | 63'744 | 63'744 | 60'758 USD | 61'587 USD | 28.57% | 28.57% |
| 13.11.2024 | 1.35% | 95.40 % | 96.70 % | 100'000 | 100'000 | 28'821 | 28'821 | 27'510 USD | 27'884 USD | 89.65% | 89.65% |
| 12.11.2024 | 1.35% | 95.40 % | 96.70 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'930 USD | 26'283 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.33% | 97.20 % | 98.50 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'720 USD | 9'850 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.33% | 97.10 % | 98.40 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'399 USD | 26'752 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.32% | 97.95 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'887 USD | 99'187 USD | 14.00% | 14.00% |
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