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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 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'094 USD | 25'366 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'584 USD | 25'863 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 27'309 | 27'309 | 24'880 USD | 25'154 USD | 97.48% | 97.48% |
| 15.11.2024 | 1.09% | 91.05 % | 92.05 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'741 USD | 25'011 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.09% | 90.90 % | 91.90 % | 100'000 | 100'000 | 63'935 | 63'935 | 58'281 USD | 58'921 USD | 28.73% | 28.73% |
| 13.11.2024 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 28'843 | 28'843 | 26'341 USD | 26'629 USD | 89.54% | 89.54% |
| 12.11.2024 | 1.08% | 91.50 % | 92.50 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'874 USD | 25'146 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.06% | 94.20 % | 95.20 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'420 USD | 9'520 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.05% | 94.00 % | 95.00 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'590 USD | 25'861 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'461 USD | 96'461 USD | 13.69% | 13.69% |
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