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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 | - | - |
| 31.10.2023 | 8.49% | 0.06 | 0.10 | 81'000 | 80'000 | 96'455 | 96'455 | 11'096 | 12'060 | 10.63% | 15.31% |
| 30.10.2023 | 3.93% | 0.25 | 0.26 | 99'000 | 99'000 | 98'564 | 98'564 | 24'691 | 25'677 | 100.00% | 100.00% |
| 27.10.2023 | 5.07% | 0.18 | 0.19 | 100'000 | 100'000 | 99'229 | 99'229 | 19'167 | 20'160 | 90.63% | 100.00% |
| 26.10.2023 | 6.12% | 0.16 | 0.17 | 100'000 | 100'000 | 99'589 | 99'589 | 15'834 | 16'830 | 90.63% | 100.00% |
| 25.10.2023 | 6.87% | 0.17 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 14'148 | 15'148 | 90.63% | 100.00% |
| 24.10.2023 | 7.07% | 0.16 | 0.16 | 99'000 | 100'000 | 100'000 | 100'000 | 13'765 | 14'765 | 90.63% | 100.00% |
| 23.10.2023 | 5.16% | 0.18 | 0.20 | 99'000 | 99'000 | 98'827 | 98'827 | 18'794 | 19'783 | 91.33% | 99.99% |
| 20.10.2023 | 4.73% | 0.21 | 0.22 | 98'000 | 98'000 | 98'275 | 98'275 | 20'354 | 21'337 | 100.00% | 100.00% |
| 19.10.2023 | 5.02% | 0.19 | 0.20 | 99'000 | 99'000 | 98'793 | 98'793 | 19'373 | 20'361 | 100.00% | 100.00% |
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