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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 | - | - |
| 16.12.2022 | 1.10% | 0.89 | 0.90 | 130'000 | 130'000 | 128'617 | 128'617 | 116'771 | 118'057 | 93.82% | 93.82% |
| 15.12.2022 | 1.02% | 0.93 | 0.94 | 120'000 | 120'000 | 120'107 | 120'107 | 117'204 | 118'405 | 79.39% | 79.39% |
| 14.12.2022 | 0.94% | 1.03 | 1.04 | 120'000 | 120'000 | 120'000 | 120'000 | 126'499 | 127'699 | 99.94% | 99.94% |
| 13.12.2022 | 0.94% | 1.10 | 1.11 | 120'000 | 120'000 | 120'000 | 120'000 | 127'632 | 128'832 | 99.27% | 99.27% |
| 12.12.2022 | 0.99% | 1.00 | 1.01 | 120'000 | 120'000 | 120'000 | 120'000 | 121'111 | 122'311 | 100.00% | 100.00% |
| 09.12.2022 | 0.99% | 1.04 | 1.05 | 120'000 | 120'000 | 120'000 | 120'000 | 120'956 | 122'156 | 94.81% | 94.81% |
| 08.12.2022 | 0.97% | 1.02 | 1.03 | 120'000 | 120'000 | 120'000 | 120'000 | 123'226 | 124'426 | 100.00% | 100.00% |
| 07.12.2022 | 0.95% | 1.04 | 1.05 | 120'000 | 120'000 | 120'000 | 120'000 | 125'702 | 126'902 | 99.98% | 99.98% |
| 06.12.2022 | 0.91% | 1.08 | 1.09 | 120'000 | 120'000 | 120'000 | 120'000 | 130'573 | 131'773 | 100.00% | 100.00% |
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