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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 | - | - |
| 13.10.2022 | 1.00% | 0.02 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 50'003 | 50'503 | 65.52% | 71.41% |
| 12.10.2022 | 0.92% | 1.04 | 1.05 | 250'000 | 250'000 | 92'975 | 92'975 | 97'357 | 98'286 | 98.64% | 98.64% |
| 11.10.2022 | 1.05% | 1.05 | 1.06 | 250'000 | 250'000 | 93'329 | 93'329 | 87'449 | 88'382 | 99.76% | 99.76% |
| 10.10.2022 | 0.71% | 1.25 | 1.26 | 250'000 | 250'000 | 93'375 | 93'375 | 128'908 | 129'842 | 99.80% | 99.80% |
| 07.10.2022 | 0.45% | 1.81 | 1.82 | 250'000 | 250'000 | 93'577 | 93'577 | 193'535 | 194'471 | 98.41% | 98.41% |
| 06.10.2022 | 0.37% | 2.66 | 2.67 | 250'000 | 250'000 | 87'868 | 87'868 | 234'984 | 235'863 | 89.73% | 89.73% |
| 05.10.2022 | 0.39% | 2.35 | 2.36 | 250'000 | 250'000 | 91'797 | 91'797 | 227'401 | 228'318 | 95.50% | 95.50% |
| 04.10.2022 | 0.41% | 2.82 | 2.83 | 250'000 | 250'000 | 93'692 | 93'692 | 242'209 | 243'146 | 100.00% | 100.00% |
| 03.10.2022 | 0.91% | 1.66 | 1.67 | 250'000 | 250'000 | 93'667 | 93'667 | 120'664 | 121'601 | 100.00% | 100.00% |
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