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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 | 1.67% | 1.24 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 119'092 | 121'092 | 45.85% | 45.85% |
| 14.12.2023 | 1.71% | 1.14 | 1.16 | 100'000 | 100'000 | 98'730 | 98'730 | 116'059 | 118'047 | 65.11% | 66.55% |
| 13.12.2023 | 1.75% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 113'450 | 115'450 | 93.34% | 93.34% |
| 12.12.2023 | 1.83% | 1.10 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 108'504 | 110'504 | 99.16% | 99.16% |
| 11.12.2023 | 1.90% | 1.05 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 104'223 | 106'223 | 99.87% | 99.87% |
| 08.12.2023 | 1.95% | 1.03 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 101'735 | 103'735 | 96.20% | 96.20% |
| 07.12.2023 | 2.01% | 1.00 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 98'438 | 100'438 | 99.22% | 99.22% |
| 06.12.2023 | 2.94% | 1.01 | 1.04 | 50'000 | 50'000 | 50'000 | 50'000 | 50'340 | 51'840 | 99.96% | 99.96% |
| 05.12.2023 | 3.08% | 0.97 | 1.00 | 50'000 | 50'000 | 50'000 | 50'000 | 47'894 | 49'394 | 97.09% | 97.09% |
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