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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 | - | - |
| 15.12.2023 | 0.91% | 2.24 | 2.26 | 100'000 | 100'000 | 100'000 | 100'000 | 219'086 | 221'086 | 45.55% | 45.55% |
| 14.12.2023 | 0.93% | 2.13 | 2.15 | 100'000 | 100'000 | 98'333 | 98'333 | 214'934 | 216'917 | 46.68% | 46.68% |
| 13.12.2023 | 0.93% | 2.14 | 2.16 | 100'000 | 100'000 | 100'000 | 100'000 | 213'415 | 215'415 | 91.60% | 91.60% |
| 12.12.2023 | 0.95% | 2.10 | 2.12 | 100'000 | 100'000 | 100'000 | 100'000 | 208'472 | 210'472 | 94.06% | 94.06% |
| 11.12.2023 | 0.98% | 2.05 | 2.07 | 100'000 | 100'000 | 100'000 | 100'000 | 204'103 | 206'103 | 99.76% | 99.76% |
| 08.12.2023 | 0.99% | 2.03 | 2.05 | 100'000 | 100'000 | 100'000 | 100'000 | 201'681 | 203'681 | 96.30% | 96.30% |
| 07.12.2023 | 1.00% | 2.00 | 2.02 | 100'000 | 100'000 | 100'000 | 100'000 | 198'266 | 200'266 | 98.90% | 98.90% |
| 06.12.2023 | 1.49% | 2.00 | 2.03 | 50'000 | 50'000 | 50'000 | 50'000 | 100'226 | 101'726 | 100.00% | 100.00% |
| 05.12.2023 | 1.52% | 1.96 | 1.99 | 50'000 | 50'000 | 50'000 | 50'000 | 97'833 | 99'333 | 28.68% | 28.68% |
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