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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% | 91.70 % | 92.70 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'077 USD | 25'350 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'573 USD | 25'852 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.09% | 91.35 % | 92.35 % | 100'000 | 100'000 | 27'308 | 27'308 | 24'875 USD | 25'148 USD | 97.49% | 97.49% |
| 15.11.2024 | 1.09% | 91.10 % | 92.10 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'746 USD | 25'017 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.09% | 90.85 % | 91.85 % | 100'000 | 100'000 | 63'733 | 63'733 | 58'077 USD | 58'714 USD | 28.57% | 28.57% |
| 13.11.2024 | 1.09% | 91.15 % | 92.15 % | 100'000 | 100'000 | 28'867 | 28'867 | 26'340 USD | 26'628 USD | 89.43% | 89.43% |
| 12.11.2024 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'844 USD | 25'115 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.06% | 93.95 % | 94.95 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'395 USD | 9'495 USD | 88.18% | 88.18% |
| 08.11.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'518 USD | 25'789 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'106 USD | 96'106 USD | 13.68% | 13.68% |
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