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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 | 1.23% | 80.35 % | 81.35 % | 100'000 | 100'000 | 27'241 | 27'241 | 21'916 USD | 22'188 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.22% | 80.65 % | 81.65 % | 100'000 | 100'000 | 27'865 | 27'865 | 22'595 USD | 22'874 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.23% | 81.00 % | 82.00 % | 100'000 | 100'000 | 27'308 | 27'308 | 22'166 USD | 22'439 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.22% | 80.85 % | 81.85 % | 100'000 | 100'000 | 27'083 | 27'083 | 22'005 USD | 22'276 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.21% | 82.60 % | 83.60 % | 100'000 | 100'000 | 26'961 | 26'961 | 22'259 USD | 22'529 USD | 99.48% | 99.48% |
| 13.11.2024 | 1.23% | 81.45 % | 82.45 % | 100'000 | 100'000 | 28'624 | 28'624 | 23'227 USD | 23'513 USD | 90.59% | 90.59% |
| 12.11.2024 | 1.22% | 80.65 % | 81.65 % | 100'000 | 100'000 | 27'148 | 27'148 | 22'102 USD | 22'373 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.18% | 84.00 % | 85.00 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'400 USD | 8'500 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.18% | 84.55 % | 85.55 % | 100'000 | 100'000 | 27'158 | 27'158 | 22'864 USD | 23'135 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.20% | 83.75 % | 84.75 % | 100'000 | 100'000 | 23'360 | 23'360 | 19'417 USD | 19'651 USD | 92.74% | 92.74% |
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