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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 | - | - |
| 20.11.2024 | 0.43% | 2.62 | 2.63 | 20'000 | 10'000 | 20'000 | 10'000 | 52'706 | 26'466 | 11.58% | 11.65% |
| 19.11.2024 | 0.49% | 2.52 | 2.53 | 20'000 | 10'000 | 28'871 | 10'000 | 71'316 | 24'837 | 100.00% | 100.00% |
| 18.11.2024 | 0.48% | 2.51 | 2.52 | 20'000 | 10'000 | 21'232 | 10'000 | 53'778 | 25'480 | 100.00% | 100.00% |
| 15.11.2024 | 0.61% | 2.57 | 2.58 | 20'000 | 10'000 | 14'531 | 8'177 | 37'964 | 21'427 | 100.00% | 100.00% |
| 14.11.2024 | 0.51% | 2.54 | 2.55 | 20'000 | 10'000 | 20'000 | 10'000 | 51'091 | 25'675 | 99.44% | 99.44% |
| 13.11.2024 | 0.48% | 2.63 | 2.64 | 20'000 | 10'000 | 23'043 | 9'937 | 58'248 | 25'306 | 98.88% | 98.88% |
| 12.11.2024 | 0.46% | 2.55 | 2.56 | 20'000 | 10'000 | 20'000 | 10'000 | 51'853 | 26'045 | 100.00% | 100.00% |
| 11.11.2024 | 0.46% | 2.68 | 2.69 | 20'000 | 10'000 | 20'000 | 10'000 | 54'450 | 27'351 | 100.00% | 100.00% |
| 08.11.2024 | 0.48% | 2.62 | 2.63 | 20'000 | 10'000 | 20'000 | 10'000 | 52'505 | 26'378 | 100.00% | 100.00% |
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