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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 | - | - |
| 16.06.2023 | 5.05% | 0.39 | 0.41 | 130'000 | 100'000 | 134'692 | 100'000 | 51'938 | 40'591 | 63.93% | 63.93% |
| 15.06.2023 | 4.45% | 0.42 | 0.44 | 120'000 | 100'000 | 118'795 | 100'000 | 52'211 | 46'179 | 71.50% | 71.50% |
| 14.06.2023 | 4.10% | 0.49 | 0.51 | 110'000 | 100'000 | 110'183 | 100'000 | 52'673 | 49'825 | 92.08% | 92.08% |
| 13.06.2023 | 4.87% | 0.43 | 0.45 | 120'000 | 100'000 | 129'546 | 100'000 | 51'880 | 42'093 | 58.08% | 58.08% |
| 12.06.2023 | 5.22% | 0.39 | 0.41 | 130'000 | 100'000 | 139'781 | 100'000 | 52'198 | 39'385 | 92.48% | 92.48% |
| 09.06.2023 | 5.89% | 0.31 | 0.33 | 170'000 | 100'000 | 157'010 | 100'000 | 51'746 | 34'998 | 99.87% | 99.87% |
| 08.06.2023 | 5.24% | 0.36 | 0.38 | 140'000 | 100'000 | 138'755 | 100'000 | 51'611 | 39'397 | 95.78% | 95.78% |
| 07.06.2023 | 5.40% | 0.27 | 0.29 | 190'000 | 100'000 | 199'624 | 100'000 | 50'982 | 27'041 | 99.83% | 99.83% |
| 06.06.2023 | 4.47% | 0.26 | 0.28 | 200'000 | 100'000 | 207'188 | 100'000 | 50'676 | 25'620 | 100.00% | 100.00% |
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