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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 | - | - |
| 17.06.2022 | 68.35% | 0.04 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 1'047 | 2'047 | 94.78% | 97.15% |
| 16.06.2022 | 37.47% | 0.03 | 0.05 | 50'000 | 50'000 | 54'663 | 50'797 | 2'964 | 3'471 | 65.63% | 65.63% |
| 15.06.2022 | 8.66% | 0.18 | 0.20 | 280'000 | 100'000 | 234'288 | 100'000 | 50'730 | 23'927 | 89.60% | 89.60% |
| 14.06.2022 | 5.71% | 0.15 | 0.16 | 340'000 | 100'000 | 298'957 | 100'000 | 50'826 | 18'231 | 97.57% | 97.57% |
| 13.06.2022 | 4.82% | 0.19 | 0.20 | 270'000 | 100'000 | 248'621 | 100'000 | 50'366 | 21'310 | 91.89% | 91.89% |
| 10.06.2022 | 4.15% | 0.22 | 0.23 | 230'000 | 100'000 | 214'543 | 100'000 | 50'633 | 24'681 | 94.06% | 94.06% |
| 09.06.2022 | 4.86% | 0.29 | 0.30 | 180'000 | 100'000 | 170'595 | 100'000 | 51'828 | 32'044 | 99.39% | 99.39% |
| 08.06.2022 | 3.65% | 0.27 | 0.28 | 190'000 | 100'000 | 190'465 | 100'000 | 51'219 | 27'930 | 100.00% | 100.00% |
| 07.06.2022 | 4.53% | 0.26 | 0.27 | 200'000 | 100'000 | 234'413 | 100'000 | 50'623 | 23'016 | 91.13% | 91.13% |
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