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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 | - | - |
| 18.07.2024 | 9.91% | 0.18 | 0.21 | 25'000 | 25'000 | 25'000 | 25'000 | 5'347 | 5'903 | 2.49% | 2.49% |
| 17.07.2024 | 4.66% | 0.40 | 0.43 | 25'000 | 25'000 | 25'003 | 25'001 | 12'635 | 13'226 | 97.82% | 97.82% |
| 16.07.2024 | 3.36% | 0.72 | 0.74 | 25'000 | 25'000 | 25'000 | 25'000 | 16'659 | 17'228 | 99.49% | 99.49% |
| 15.07.2024 | 3.68% | 0.62 | 0.65 | 25'000 | 25'000 | 26'696 | 25'688 | 16'401 | 16'364 | 95.71% | 95.71% |
| 12.07.2024 | 2.09% | 0.59 | 0.61 | 87'001 | 50'000 | 87'801 | 50'000 | 48'508 | 28'210 | 99.37% | 99.37% |
| 11.07.2024 | 2.18% | 0.58 | 0.59 | 87'163 | 50'000 | 82'515 | 50'000 | 50'914 | 31'592 | 35.09% | 35.09% |
| 10.07.2024 | 2.17% | 0.61 | 0.62 | 87'228 | 50'000 | 87'954 | 50'000 | 49'217 | 28'596 | 87.92% | 87.92% |
| 09.07.2024 | 2.12% | 0.63 | 0.64 | 86'856 | 50'000 | 81'242 | 50'000 | 53'389 | 33'596 | 77.64% | 77.64% |
| 08.07.2024 | 2.16% | 0.65 | 0.66 | 80'000 | 50'000 | 85'009 | 50'000 | 51'575 | 31'054 | 96.66% | 96.66% |
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