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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 | - | - |
| 09.10.2024 | 13.06% | 0.03 | 0.04 | 290'000 | 290'000 | 290'117 | 290'117 | 22'236 | 25'137 | 97.08% | 99.83% |
| 08.10.2024 | 9.72% | 0.10 | 0.11 | 295'000 | 295'000 | 292'052 | 292'052 | 29'278 | 32'206 | 100.00% | 100.00% |
| 07.10.2024 | 13.39% | 0.05 | 0.06 | 290'000 | 290'000 | 288'824 | 288'824 | 20'596 | 23'484 | 100.00% | 100.00% |
| 04.10.2024 | 9.95% | 0.08 | 0.09 | 290'000 | 290'000 | 292'071 | 292'071 | 29'332 | 32'252 | 99.69% | 99.69% |
| 03.10.2024 | 7.59% | 0.13 | 0.14 | 295'000 | 295'000 | 294'596 | 294'596 | 37'492 | 40'438 | 98.75% | 98.75% |
| 02.10.2024 | 8.00% | 0.12 | 0.13 | 295'000 | 295'000 | 295'020 | 295'020 | 35'866 | 38'816 | 100.00% | 100.00% |
| 01.10.2024 | 10.47% | 0.14 | 0.14 | 300'000 | 300'000 | 293'068 | 293'068 | 27'681 | 30'611 | 99.99% | 99.99% |
| 30.09.2024 | 10.95% | 0.09 | 0.10 | 290'000 | 290'000 | 290'481 | 290'481 | 25'622 | 28'527 | 100.00% | 100.00% |
| 27.09.2024 | 15.90% | 0.07 | 0.08 | 290'000 | 290'000 | 289'377 | 289'377 | 18'638 | 21'532 | 99.54% | 99.54% |
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