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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 | - | - |
| 24.01.2023 | 0.79% | 1.27 | 1.27 | 140'000 | 70'000 | 70'000 | 70'000 | 88'654 | 89'354 | 6.39% | 91.28% |
| 23.01.2023 | 0.79% | 1.26 | 1.27 | 140'000 | 140'000 | 85'840 | 85'840 | 108'443 | 109'302 | 100.00% | 100.00% |
| 20.01.2023 | 0.80% | 1.25 | 1.26 | 140'000 | 140'000 | 85'326 | 85'326 | 106'149 | 107'002 | 99.79% | 99.79% |
| 19.01.2023 | 0.81% | 1.24 | 1.25 | 140'000 | 140'000 | 85'527 | 85'527 | 105'914 | 106'770 | 98.18% | 98.18% |
| 18.01.2023 | 0.83% | 1.21 | 1.22 | 140'000 | 140'000 | 84'863 | 84'863 | 102'166 | 103'015 | 99.55% | 99.55% |
| 17.01.2023 | 0.84% | 1.19 | 1.20 | 130'000 | 130'000 | 79'244 | 79'244 | 94'100 | 94'893 | 99.92% | 99.92% |
| 16.01.2023 | 0.83% | 1.20 | 1.21 | 65'000 | 65'000 | 65'000 | 65'000 | 77'833 | 78'483 | 98.47% | 98.47% |
| 13.01.2023 | 0.83% | 1.19 | 1.20 | 130'000 | 130'000 | 79'388 | 79'388 | 94'929 | 95'723 | 99.14% | 99.14% |
| 12.01.2023 | 0.82% | 1.20 | 1.21 | 130'000 | 130'000 | 80'201 | 80'201 | 96'855 | 97'657 | 96.42% | 96.42% |
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