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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 | 2.95% | 0.21 | 0.32 | 240'000 | 10'000 | 155'561 | 7'311 | 51'911 | 2'520 | 9.09% | 79.90% |
| 18.04.2024 | 1.90% | 0.68 | 0.69 | 80'000 | 10'000 | 100'712 | 6'095 | 52'492 | 3'268 | 99.27% | 99.27% |
| 17.04.2024 | 1.23% | 0.64 | 0.65 | 80'000 | 10'000 | 66'714 | 6'102 | 53'907 | 4'981 | 99.94% | 99.94% |
| 16.04.2024 | 1.27% | 0.71 | 0.72 | 80'000 | 10'000 | 68'913 | 5'968 | 53'841 | 4'703 | 92.07% | 92.07% |
| 15.04.2024 | 0.61% | 1.44 | 1.45 | 40'000 | 10'000 | 37'767 | 6'111 | 61'537 | 10'028 | 99.05% | 99.05% |
| 12.04.2024 | 0.53% | 1.58 | 1.59 | 40'000 | 10'000 | 30'883 | 6'087 | 58'537 | 11'413 | 99.39% | 99.39% |
| 11.04.2024 | 0.60% | 1.65 | 1.66 | 40'000 | 10'000 | 35'725 | 6'155 | 59'286 | 10'331 | 95.39% | 95.39% |
| 10.04.2024 | 0.58% | 1.71 | 1.72 | 30'000 | 10'000 | 29'984 | 5'345 | 63'115 | 11'192 | 84.03% | 84.03% |
| 09.04.2024 | 0.46% | 1.87 | 1.88 | 30'000 | 10'000 | 30'000 | 6'098 | 64'586 | 13'083 | 99.85% | 99.85% |
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