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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 | 1.06% | 93.40 % | 94.40 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'573 USD | 25'845 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.06% | 93.80 % | 94.80 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'177 USD | 26'456 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 27'307 | 27'307 | 25'656 USD | 25'929 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.06% | 93.00 % | 94.00 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'302 USD | 25'573 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 26'961 | 26'961 | 25'479 USD | 25'748 USD | 99.48% | 99.48% |
| 13.11.2024 | 1.04% | 95.00 % | 96.00 % | 100'000 | 100'000 | 28'415 | 28'415 | 27'066 USD | 27'350 USD | 91.63% | 91.63% |
| 12.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'053 USD | 26'324 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.03% | 96.85 % | 97.85 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'685 USD | 9'785 USD | 88.21% | 88.21% |
| 08.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'376 USD | 26'648 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 23'334 | 23'334 | 22'538 USD | 22'771 USD | 92.76% | 92.76% |
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