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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 | - | - |
| 25.03.2024 | 12.72% | 0.12 | 0.13 | 60'000 | 60'000 | 37'480 | 37'480 | 4'905 | 5'500 | 99.90% | 99.90% |
| 22.03.2024 | 10.99% | 0.15 | 0.16 | 60'000 | 60'000 | 37'568 | 37'568 | 5'922 | 6'517 | 99.90% | 99.90% |
| 21.03.2024 | 9.72% | 0.16 | 0.17 | 60'000 | 60'000 | 37'556 | 37'556 | 6'634 | 7'229 | 100.00% | 100.00% |
| 20.03.2024 | 7.82% | 0.23 | 0.24 | 65'000 | 65'000 | 40'799 | 40'799 | 9'523 | 10'180 | 99.67% | 99.67% |
| 19.03.2024 | 7.84% | 0.25 | 0.26 | 65'000 | 65'000 | 40'835 | 40'835 | 9'622 | 10'269 | 100.00% | 100.00% |
| 18.03.2024 | 8.70% | 0.22 | 0.23 | 65'000 | 65'000 | 40'827 | 40'827 | 8'440 | 9'087 | 99.79% | 99.79% |
| 15.03.2024 | 9.37% | 0.21 | 0.22 | 65'000 | 65'000 | 39'815 | 39'815 | 7'539 | 8'173 | 99.99% | 99.99% |
| 14.03.2024 | 10.32% | 0.23 | 0.24 | 65'000 | 65'000 | 39'084 | 39'084 | 7'094 | 7'712 | 98.78% | 98.78% |
| 13.03.2024 | 9.07% | 0.17 | 0.18 | 60'000 | 60'000 | 39'885 | 39'885 | 7'355 | 7'993 | 100.00% | 100.00% |
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