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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 | 25'075 USD | 25'347 USD | 97.86% | 97.86% |
| 19.11.2024 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'590 USD | 25'868 USD | 94.45% | 94.45% |
| 18.11.2024 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 27'302 | 27'302 | 24'840 USD | 25'113 USD | 97.52% | 97.52% |
| 15.11.2024 | 1.09% | 90.85 % | 91.85 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'719 USD | 24'989 USD | 98.77% | 98.77% |
| 14.11.2024 | 1.09% | 90.75 % | 91.75 % | 100'000 | 100'000 | 63'665 | 63'665 | 57'923 USD | 58'560 USD | 28.52% | 28.52% |
| 13.11.2024 | 1.09% | 91.00 % | 92.00 % | 100'000 | 100'000 | 28'477 | 28'477 | 25'958 USD | 26'243 USD | 91.31% | 91.31% |
| 12.11.2024 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'840 USD | 25'111 USD | 98.40% | 98.40% |
| 11.11.2024 | 1.06% | 93.80 % | 94.80 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'380 USD | 9'480 USD | 88.20% | 88.20% |
| 08.11.2024 | 1.06% | 93.70 % | 94.70 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'505 USD | 25'776 USD | 98.34% | 98.34% |
| 07.11.2024 | 1.05% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'822 USD | 95'822 USD | 13.68% | 13.68% |
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