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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 | - | - |
| 10.11.2023 | 11.75% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 50'000 | 4'458 | 4'958 | 84.45% | 84.45% |
| 09.11.2023 | 4.47% | 0.22 | 0.23 | 50'000 | 50'000 | 50'000 | 49'987 | 11'006 | 11'503 | 98.10% | 98.10% |
| 08.11.2023 | 2.97% | 0.25 | 0.26 | 50'000 | 50'000 | 50'000 | 50'000 | 16'936 | 17'436 | 100.00% | 100.00% |
| 07.11.2023 | 1.99% | 0.51 | 0.52 | 50'000 | 50'000 | 50'000 | 50'000 | 24'963 | 25'463 | 98.76% | 98.76% |
| 06.11.2023 | 1.28% | 0.70 | 0.71 | 50'000 | 50'000 | 50'000 | 50'000 | 39'064 | 39'564 | 99.97% | 99.97% |
| 03.11.2023 | 1.26% | 0.81 | 0.82 | 50'000 | 50'000 | 50'000 | 50'000 | 39'561 | 40'061 | 99.69% | 99.69% |
| 02.11.2023 | 1.35% | 0.71 | 0.72 | 50'000 | 50'000 | 50'000 | 50'000 | 36'900 | 37'400 | 100.00% | 100.00% |
| 01.11.2023 | 1.31% | 0.74 | 0.75 | 50'000 | 50'000 | 50'000 | 50'000 | 38'008 | 38'508 | 100.00% | 100.00% |
| 31.10.2023 | 1.13% | 0.86 | 0.87 | 50'000 | 50'000 | 49'889 | 50'000 | 43'757 | 44'351 | 100.00% | 100.00% |
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