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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 | - | - |
| 30.11.2021 | - | 0.13 | 0.14 | 266'142 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 29.11.2021 | 5.00% | 0.20 | 0.21 | 262'673 | 50'000 | 254'310 | 50'000 | 49'687 | 10'291 | 29.77% | 29.77% |
| 26.11.2021 | 5.28% | 0.20 | 0.21 | 250'000 | 50'000 | 193'726 | 45'908 | 42'948 | 10'638 | 92.08% | 92.08% |
| 25.11.2021 | 3.66% | 0.28 | 0.29 | 180'000 | 50'000 | 178'732 | 49'073 | 49'644 | 14'154 | 100.00% | 100.00% |
| 24.11.2021 | 3.20% | 0.28 | 0.29 | 180'000 | 50'000 | 168'295 | 50'000 | 51'708 | 16'257 | 100.00% | 100.00% |
| 23.11.2021 | 1.84% | 0.50 | 0.51 | 100'000 | 50'000 | 99'264 | 50'000 | 53'347 | 27'381 | 100.00% | 100.00% |
| 22.11.2021 | 1.47% | 0.67 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 54'034 | 34'271 | 100.00% | 100.00% |
| 19.11.2021 | 1.55% | 0.64 | 0.65 | 80'000 | 50'000 | 81'491 | 50'000 | 52'178 | 32'547 | 100.00% | 100.00% |
| 18.11.2021 | 1.59% | 0.61 | 0.62 | 90'000 | 50'000 | 86'089 | 50'000 | 53'566 | 31'634 | 100.00% | 100.00% |
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