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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 | - | - |
| 20.09.2022 | 23.86% | 0.03 | 0.05 | 98'000 | 98'000 | 97'228 | 97'228 | 8'524 | 10'468 | 26.75% | 26.75% |
| 19.09.2022 | 9.59% | 0.20 | 0.22 | 95'000 | 95'000 | 95'348 | 95'348 | 19'076 | 20'983 | 99.47% | 99.47% |
| 16.09.2022 | 7.98% | 0.26 | 0.28 | 94'000 | 94'000 | 94'317 | 94'317 | 22'857 | 24'744 | 99.44% | 99.44% |
| 15.09.2022 | 5.46% | 0.27 | 0.29 | 94'000 | 94'000 | 91'609 | 91'609 | 33'099 | 34'932 | 100.00% | 100.00% |
| 14.09.2022 | 5.02% | 0.40 | 0.42 | 91'000 | 91'000 | 91'082 | 91'082 | 35'833 | 37'655 | 100.00% | 100.00% |
| 13.09.2022 | 2.89% | 0.48 | 0.50 | 89'000 | 89'000 | 85'798 | 85'798 | 59'588 | 61'304 | 97.67% | 97.67% |
| 12.09.2022 | 2.73% | 0.71 | 0.73 | 86'000 | 86'000 | 85'084 | 85'084 | 61'425 | 63'127 | 99.03% | 99.03% |
| 09.09.2022 | 2.91% | 0.71 | 0.73 | 86'000 | 86'000 | 86'093 | 86'093 | 58'350 | 60'072 | 100.00% | 100.00% |
| 08.09.2022 | 3.49% | 0.62 | 0.64 | 87'000 | 87'000 | 87'998 | 87'998 | 49'679 | 51'439 | 100.00% | 100.00% |
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