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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 | - | - |
| 05.04.2024 | 0.62% | 0.96 | 0.97 | 60'000 | 5'000 | 33'728 | 3'041 | 54'292 | 4'879 | 99.67% | 99.67% |
| 04.04.2024 | 0.66% | 1.64 | 1.65 | 40'000 | 5'000 | 39'991 | 3'043 | 60'457 | 4'637 | 99.68% | 99.68% |
| 03.04.2024 | 0.92% | 1.39 | 1.40 | 40'000 | 5'000 | 49'297 | 3'034 | 54'390 | 3'437 | 98.68% | 99.66% |
| 28.03.2024 | 0.43% | 2.16 | 2.17 | 30'000 | 5'000 | 29'195 | 3'364 | 68'622 | 7'807 | 98.86% | 98.86% |
| 27.03.2024 | 0.42% | 2.50 | 2.51 | 20'000 | 5'000 | 29'259 | 3'356 | 70'212 | 8'042 | 99.75% | 99.75% |
| 26.03.2024 | 0.41% | 2.62 | 2.63 | 20'000 | 5'000 | 26'589 | 3'385 | 63'699 | 8'452 | 96.42% | 96.42% |
| 25.03.2024 | 0.65% | 1.76 | 1.77 | 30'000 | 5'000 | 38'092 | 3'356 | 58'683 | 5'360 | 99.75% | 99.75% |
| 22.03.2024 | 0.70% | 1.48 | 1.49 | 40'000 | 5'000 | 39'665 | 3'359 | 56'724 | 4'940 | 99.39% | 99.39% |
| 21.03.2024 | 0.46% | 1.99 | 2.00 | 30'000 | 5'000 | 30'000 | 3'362 | 64'688 | 7'175 | 99.01% | 99.01% |
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