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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 | - | - |
| 25.09.2023 | 17.80% | 0.04 | 0.05 | 50'000 | 50'000 | 49'826 | 50'000 | 2'569 | 3'078 | 24.10% | 24.10% |
| 22.09.2023 | 15.65% | 0.06 | 0.07 | 50'000 | 50'000 | 49'869 | 50'000 | 2'945 | 3'453 | 98.58% | 98.58% |
| 21.09.2023 | 11.85% | 0.07 | 0.08 | 50'000 | 50'000 | 50'000 | 49'973 | 4'016 | 4'514 | 99.96% | 99.96% |
| 20.09.2023 | 9.53% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 4'998 | 5'498 | 99.39% | 99.39% |
| 19.09.2023 | 9.61% | 0.09 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'958 | 5'458 | 100.00% | 100.00% |
| 18.09.2023 | 9.51% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 49'973 | 5'014 | 5'511 | 100.00% | 100.00% |
| 15.09.2023 | 8.28% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 49'974 | 5'799 | 6'295 | 100.00% | 100.00% |
| 14.09.2023 | 7.03% | 0.14 | 0.15 | 50'000 | 50'000 | 50'000 | 49'973 | 6'871 | 7'367 | 100.00% | 100.00% |
| 13.09.2023 | 6.21% | 0.15 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'824 | 8'324 | 100.00% | 100.00% |
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