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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 | - | - |
| 02.10.2023 | 5.20% | 0.14 | 0.17 | 40'000 | 97'000 | 96'869 | 96'869 | 18'239 | 19'208 | 90.63% | 99.83% |
| 29.09.2023 | 3.80% | 0.24 | 0.25 | 96'000 | 96'000 | 95'775 | 95'775 | 24'760 | 25'718 | 100.00% | 100.00% |
| 28.09.2023 | 4.20% | 0.23 | 0.24 | 97'000 | 97'000 | 96'392 | 96'392 | 22'570 | 23'534 | 100.00% | 100.00% |
| 27.09.2023 | 3.18% | 0.28 | 0.29 | 95'000 | 95'000 | 94'892 | 94'892 | 29'462 | 30'411 | 100.00% | 100.00% |
| 26.09.2023 | 4.90% | 0.22 | 0.23 | 96'000 | 96'000 | 96'984 | 96'984 | 19'438 | 20'408 | 99.59% | 100.00% |
| 25.09.2023 | 4.15% | 0.23 | 0.24 | 96'000 | 96'000 | 96'346 | 96'346 | 22'910 | 23'873 | 99.64% | 99.64% |
| 22.09.2023 | 3.86% | 0.23 | 0.24 | 96'000 | 96'000 | 95'884 | 95'884 | 24'406 | 25'365 | 100.00% | 100.00% |
| 21.09.2023 | 2.97% | 0.27 | 0.28 | 95'000 | 95'000 | 94'086 | 94'086 | 31'560 | 32'500 | 99.87% | 99.87% |
| 20.09.2023 | 2.55% | 0.37 | 0.38 | 93'000 | 93'000 | 92'990 | 92'990 | 35'979 | 36'909 | 100.00% | 100.00% |
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