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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 | - | - |
| 04.03.2022 | 15.84% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 30'811 | 14'324 | 37.32% | 37.32% |
| 03.03.2022 | 7.61% | 0.11 | 0.12 | 460'000 | 200'000 | 400'134 | 200'000 | 50'571 | 27'416 | 96.35% | 96.35% |
| 02.03.2022 | 8.76% | 0.13 | 0.14 | 390'000 | 200'000 | 456'509 | 200'000 | 49'955 | 23'982 | 96.66% | 96.66% |
| 01.03.2022 | 6.31% | 0.12 | 0.13 | 420'000 | 200'000 | 331'617 | 200'000 | 50'893 | 33'151 | 97.88% | 97.88% |
| 28.02.2022 | 5.57% | 0.20 | 0.21 | 250'000 | 200'000 | 291'080 | 200'000 | 50'797 | 37'126 | 98.07% | 98.07% |
| 25.02.2022 | 8.65% | 0.22 | 0.23 | 230'000 | 200'000 | 129'584 | 123'799 | 26'675 | 27'377 | 97.62% | 97.62% |
| 24.02.2022 | 14.15% | 0.15 | 0.17 | 100'000 | 100'000 | 100'000 | 100'000 | 13'252 | 15'252 | 82.58% | 82.58% |
| 23.02.2022 | 3.81% | 0.24 | 0.25 | 210'000 | 200'000 | 201'142 | 200'000 | 51'860 | 53'586 | 98.73% | 98.73% |
| 22.02.2022 | 3.87% | 0.26 | 0.27 | 200'000 | 200'000 | 203'140 | 200'000 | 51'459 | 52'729 | 99.68% | 99.68% |
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