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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 | - | - |
| 23.10.2024 | 5.64% | 0.14 | 0.15 | 300'000 | 100'000 | 300'000 | 100'000 | 52'637 | 18'546 | 88.14% | 97.08% |
| 22.10.2024 | 5.40% | 0.19 | 0.20 | 300'000 | 100'000 | 300'000 | 100'000 | 54'182 | 19'061 | 94.14% | 94.14% |
| 21.10.2024 | 4.61% | 0.20 | 0.21 | 300'000 | 100'000 | 300'000 | 100'000 | 63'686 | 22'229 | 98.77% | 98.77% |
| 18.10.2024 | 4.34% | 0.23 | 0.24 | 300'000 | 100'000 | 300'000 | 100'000 | 67'618 | 23'539 | 97.23% | 97.23% |
| 17.10.2024 | 4.33% | 0.21 | 0.22 | 300'000 | 100'000 | 300'000 | 100'000 | 67'814 | 23'605 | 98.31% | 98.31% |
| 16.10.2024 | 4.40% | 0.22 | 0.23 | 300'000 | 100'000 | 300'000 | 100'000 | 66'750 | 23'250 | 98.06% | 98.06% |
| 15.10.2024 | 4.35% | 0.24 | 0.25 | 300'000 | 100'000 | 300'000 | 100'000 | 67'606 | 23'535 | 97.52% | 97.52% |
| 14.10.2024 | 4.28% | 0.24 | 0.25 | 300'000 | 100'000 | 300'000 | 100'000 | 68'720 | 23'907 | 98.70% | 98.70% |
| 11.10.2024 | 4.73% | 0.22 | 0.23 | 300'000 | 100'000 | 300'000 | 100'000 | 61'988 | 21'663 | 98.10% | 98.10% |
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