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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 | - | - |
| 28.09.2022 | - | 0.18 | 0.22 | 176'348 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 2.11% |
| 27.09.2022 | 3.43% | 0.28 | 0.29 | 172'576 | 50'000 | 167'210 | 50'000 | 48'211 | 15'007 | 68.34% | 68.34% |
| 26.09.2022 | 3.14% | 0.31 | 0.32 | 170'000 | 50'000 | 158'187 | 50'000 | 50'061 | 16'600 | 80.06% | 80.08% |
| 23.09.2022 | 2.38% | 0.40 | 0.41 | 130'000 | 50'000 | 125'040 | 50'000 | 51'969 | 21'544 | 100.00% | 100.00% |
| 22.09.2022 | 1.44% | 0.61 | 0.62 | 90'000 | 50'000 | 77'842 | 50'000 | 53'767 | 35'213 | 99.13% | 99.13% |
| 21.09.2022 | 1.30% | 0.80 | 0.81 | 70'000 | 50'000 | 70'383 | 50'000 | 53'750 | 38'699 | 100.00% | 100.00% |
| 20.09.2022 | 1.10% | 0.85 | 0.86 | 60'000 | 50'000 | 59'939 | 50'000 | 54'244 | 45'754 | 100.00% | 100.00% |
| 19.09.2022 | 1.10% | 0.98 | 0.99 | 60'000 | 50'000 | 60'000 | 50'000 | 54'215 | 45'679 | 100.00% | 100.00% |
| 16.09.2022 | 0.98% | 0.98 | 0.99 | 60'000 | 50'000 | 51'630 | 50'000 | 52'565 | 51'456 | 100.00% | 100.00% |
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