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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 | - | - |
| 19.04.2024 | 100.00% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'000 | 7'500 | 87.08% | 87.08% |
| 18.04.2024 | 94.26% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'631 | 7'816 | 98.98% | 98.98% |
| 17.04.2024 | 44.53% | 0.01 | 0.02 | 1'000'000 | 500'000 | 955'831 | 384'489 | 17'991 | 10'785 | 98.08% | 98.08% |
| 16.04.2024 | 24.05% | 0.03 | 0.04 | 900'000 | 300'000 | 728'862 | 245'167 | 27'058 | 11'525 | 99.32% | 99.32% |
| 15.04.2024 | 5.35% | 0.13 | 0.14 | 300'000 | 100'000 | 201'981 | 67'327 | 37'129 | 13'050 | 99.34% | 99.34% |
| 12.04.2024 | 3.04% | 0.26 | 0.27 | 150'000 | 50'000 | 150'000 | 50'000 | 50'141 | 17'214 | 97.16% | 97.16% |
| 11.04.2024 | 3.66% | 0.25 | 0.26 | 150'000 | 50'000 | 150'000 | 50'000 | 40'692 | 14'064 | 98.96% | 98.96% |
| 10.04.2024 | 2.31% | 0.28 | 0.29 | 150'000 | 50'000 | 150'000 | 50'000 | 71'865 | 24'455 | 98.66% | 98.66% |
| 09.04.2024 | 1.90% | 0.39 | 0.40 | 150'000 | 50'000 | 150'000 | 50'000 | 78'983 | 26'828 | 97.77% | 97.77% |
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