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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 | - | - |
| 24.07.2024 | 6.87% | 0.14 | 0.15 | 360'000 | 75'000 | 214'871 | 55'748 | 51'034 | 14'147 | 81.76% | 81.76% |
| 23.07.2024 | 5.84% | 0.38 | 0.39 | 140'000 | 75'000 | 167'379 | 52'884 | 51'607 | 17'269 | 93.37% | 93.37% |
| 22.07.2024 | 4.56% | 0.30 | 0.31 | 170'000 | 75'000 | 131'689 | 52'323 | 51'760 | 21'360 | 93.82% | 93.82% |
| 19.07.2024 | 4.55% | 0.44 | 0.45 | 120'000 | 75'000 | 134'721 | 36'845 | 51'753 | 15'240 | 86.26% | 86.26% |
| 18.07.2024 | 3.21% | 0.32 | 0.33 | 160'000 | 75'000 | 109'452 | 51'526 | 51'705 | 23'935 | 38.30% | 38.30% |
| 17.07.2024 | 2.86% | 0.52 | 0.53 | 100'000 | 75'000 | 88'100 | 38'294 | 52'217 | 22'459 | 77.60% | 77.60% |
| 16.07.2024 | 2.17% | 0.77 | 0.78 | 75'000 | 75'000 | 63'675 | 36'549 | 52'962 | 30'425 | 84.31% | 84.31% |
| 15.07.2024 | 1.83% | 0.94 | 0.95 | 75'000 | 75'000 | 58'740 | 35'995 | 58'229 | 35'857 | 91.14% | 91.14% |
| 12.07.2024 | 2.30% | 0.91 | 0.92 | 75'000 | 75'000 | 71'267 | 37'063 | 58'268 | 31'992 | 81.26% | 81.26% |
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