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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 | - | - |
| 12.11.2024 | - | 0.06 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 29.44% |
| 11.11.2024 | 5.67% | 0.10 | 0.11 | 500'000 | 60'000 | 292'423 | 36'504 | 50'232 | 6'697 | 98.03% | 98.42% |
| 08.11.2024 | 4.10% | 0.25 | 0.26 | 200'000 | 60'000 | 211'674 | 36'517 | 50'574 | 9'172 | 99.61% | 99.61% |
| 07.11.2024 | 4.07% | 0.28 | 0.29 | 180'000 | 60'000 | 210'121 | 54'679 | 50'639 | 13'914 | 22.82% | 57.44% |
| 06.11.2024 | 3.49% | 0.27 | 0.28 | 190'000 | 60'000 | 183'690 | 47'029 | 51'730 | 13'568 | 24.01% | 31.88% |
| 05.11.2024 | 2.82% | 0.36 | 0.37 | 140'000 | 60'000 | 147'206 | 41'008 | 51'542 | 14'974 | 17.76% | 17.76% |
| 04.11.2024 | 2.61% | 0.36 | 0.37 | 140'000 | 60'000 | 136'802 | 40'384 | 51'809 | 15'615 | 68.46% | 68.46% |
| 01.11.2024 | 2.32% | 0.41 | 0.42 | 130'000 | 60'000 | 122'093 | 40'384 | 52'061 | 17'530 | 98.63% | 98.63% |
| 31.10.2024 | 2.10% | 0.40 | 0.41 | 130'000 | 60'000 | 109'456 | 40'377 | 51'593 | 19'021 | 98.69% | 99.52% |
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