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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 | - | - |
| 26.04.2024 | 12.40% | 0.01 | 0.10 | 500'000 | 100'000 | 361'430 | 100'000 | 35'983 | 11'260 | 22.37% | 49.66% |
| 25.04.2024 | - | 0.11 | - | 361'763 | 0 | 0 | 0 | 0 | 0 | 0.00% | 87.14% |
| 24.04.2024 | 4.98% | 0.22 | 0.32 | 230'000 | 100'000 | 167'829 | 100'000 | 51'694 | 32'386 | 27.65% | 100.00% |
| 23.04.2024 | 3.89% | 0.35 | 0.37 | 150'000 | 100'000 | 153'629 | 100'000 | 51'708 | 35'107 | 100.00% | 100.00% |
| 22.04.2024 | 4.54% | 0.29 | 0.31 | 180'000 | 100'000 | 174'252 | 97'831 | 49'743 | 29'249 | 99.95% | 99.95% |
| 19.04.2024 | 9.52% | 0.25 | 0.26 | 200'000 | 100'000 | 307'322 | 100'000 | 44'323 | 16'867 | 52.18% | 55.10% |
| 18.04.2024 | 9.45% | 0.15 | 0.16 | 340'000 | 100'000 | 347'047 | 100'000 | 47'294 | 15'136 | 55.61% | 55.61% |
| 17.04.2024 | 4.14% | 0.17 | 0.18 | 300'000 | 100'000 | 172'930 | 100'000 | 51'552 | 32'620 | 97.49% | 97.49% |
| 16.04.2024 | 5.23% | 0.21 | 0.22 | 240'000 | 100'000 | 219'667 | 100'000 | 50'722 | 24'830 | 99.60% | 99.60% |
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