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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 | 1.06% | 1.89 | 1.89 | 70'000 | 35'000 | 35'000 | 35'000 | 65'676 | 66'376 | 6.39% | 91.29% |
| 23.01.2023 | 0.82% | 1.87 | 1.88 | 70'000 | 70'000 | 42'919 | 42'919 | 80'294 | 80'909 | 100.00% | 100.00% |
| 20.01.2023 | 0.83% | 1.84 | 1.85 | 70'000 | 70'000 | 42'664 | 42'664 | 78'251 | 78'863 | 99.81% | 99.81% |
| 19.01.2023 | 0.84% | 1.82 | 1.83 | 70'000 | 70'000 | 42'762 | 42'762 | 77'986 | 78'597 | 98.19% | 98.19% |
| 18.01.2023 | 0.87% | 1.77 | 1.78 | 70'000 | 70'000 | 42'480 | 42'480 | 74'708 | 75'317 | 99.57% | 99.57% |
| 17.01.2023 | 0.88% | 1.73 | 1.74 | 65'000 | 65'000 | 40'013 | 40'013 | 68'833 | 69'408 | 99.85% | 99.85% |
| 16.01.2023 | 1.15% | 1.74 | 1.76 | 33'000 | 33'000 | 33'000 | 33'000 | 57'269 | 57'929 | 98.48% | 98.48% |
| 13.01.2023 | 0.88% | 1.73 | 1.74 | 65'000 | 65'000 | 40'109 | 40'109 | 69'403 | 69'977 | 98.78% | 98.78% |
| 12.01.2023 | 0.86% | 1.74 | 1.75 | 65'000 | 65'000 | 40'439 | 40'439 | 70'908 | 71'484 | 96.36% | 96.36% |
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