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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 | 1.03% | 96.70 % | 97.70 % | 100'000 | 92'000 | 27'241 | 25'709 | 26'370 USD | 25'142 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 92'000 | 27'865 | 26'277 | 26'972 USD | 25'698 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 92'000 | 27'307 | 25'769 | 26'320 USD | 25'095 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 92'000 | 27'083 | 25'565 | 25'932 USD | 24'733 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 92'000 | 63'938 | 59'143 | 61'339 USD | 57'330 USD | 28.72% | 28.72% |
| 13.11.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 92'000 | 28'723 | 27'059 | 27'548 USD | 26'223 USD | 90.11% | 90.11% |
| 12.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 92'000 | 27'148 | 25'624 | 26'089 USD | 24'881 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.02% | 97.55 % | 98.55 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'755 USD | 9'855 USD | 88.21% | 88.21% |
| 08.11.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 92'000 | 27'158 | 25'633 | 26'432 USD | 25'204 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 92'000 | 100'000 | 91'870 | 97'326 USD | 90'333 USD | 13.81% | 13.81% |
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