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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 | - | - |
| 16.06.2022 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 983'959 | 298'123 | 9'840 | 5'962 | 2.90% | 2.90% |
| 15.06.2022 | 20.59% | 0.05 | 0.06 | 925'000 | 475'000 | 948'967 | 360'590 | 43'396 | 21'320 | 98.28% | 98.28% |
| 14.06.2022 | 13.04% | 0.04 | 0.05 | 1'000'000 | 250'000 | 698'709 | 387'887 | 50'287 | 34'330 | 99.78% | 99.78% |
| 13.06.2022 | 5.55% | 0.15 | 0.16 | 350'000 | 350'000 | 293'791 | 293'778 | 51'511 | 54'446 | 99.99% | 99.99% |
| 10.06.2022 | 2.35% | 0.36 | 0.37 | 150'000 | 150'000 | 131'748 | 131'744 | 55'572 | 56'888 | 99.47% | 99.47% |
| 09.06.2022 | 1.13% | 0.77 | 0.78 | 75'000 | 75'000 | 75'000 | 75'000 | 66'644 | 67'394 | 99.03% | 99.03% |
| 08.06.2022 | 1.02% | 0.97 | 0.98 | 75'000 | 75'000 | 75'000 | 75'000 | 72'898 | 73'648 | 100.00% | 100.00% |
| 07.06.2022 | 0.90% | 1.13 | 1.14 | 75'000 | 75'000 | 75'000 | 75'000 | 83'385 | 84'135 | 100.00% | 100.00% |
| 03.06.2022 | 0.84% | 1.11 | 1.12 | 75'000 | 75'000 | 74'999 | 75'000 | 89'200 | 89'951 | 99.71% | 99.71% |
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