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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 | - | - |
| 23.09.2024 | 6.76% | 0.04 | 0.12 | 360'000 | 360'000 | 139'887 | 139'887 | 20'471 | 21'873 | 70.87% | 78.97% |
| 20.09.2024 | 8.92% | 0.24 | 0.25 | 375'000 | 375'000 | 191'896 | 191'896 | 26'664 | 28'587 | 99.91% | 99.91% |
| 19.09.2024 | 3.95% | 0.14 | 0.16 | 365'000 | 365'000 | 198'846 | 198'846 | 49'021 | 51'016 | 97.43% | 97.43% |
| 18.09.2024 | 3.11% | 0.32 | 0.33 | 390'000 | 390'000 | 203'753 | 203'753 | 65'662 | 67'703 | 99.19% | 99.19% |
| 12.09.2024 | 2.93% | 0.31 | 0.32 | 380'000 | 380'000 | 202'325 | 202'325 | 68'664 | 70'692 | 99.97% | 99.97% |
| 11.09.2024 | 2.65% | 0.44 | 0.45 | 400'000 | 400'000 | 208'625 | 208'625 | 83'265 | 85'356 | 99.99% | 99.99% |
| 10.09.2024 | 2.23% | 0.40 | 0.41 | 400'000 | 400'000 | 211'226 | 211'226 | 93'111 | 95'229 | 99.62% | 99.62% |
| 09.09.2024 | 1.95% | 0.53 | 0.54 | 410'000 | 410'000 | 214'058 | 214'058 | 109'845 | 111'989 | 99.93% | 99.93% |
| 06.09.2024 | 3.01% | 0.48 | 0.49 | 410'000 | 410'000 | 206'409 | 206'409 | 74'458 | 76'533 | 99.73% | 99.73% |
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