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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 | - | - |
| 23.10.2023 | - | 0.10 | 0.11 | 500'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 20.10.2023 | 5.82% | 0.14 | 0.15 | 360'000 | 200'000 | 305'319 | 200'000 | 50'961 | 35'642 | 100.00% | 100.00% |
| 19.10.2023 | 4.46% | 0.17 | 0.18 | 300'000 | 200'000 | 233'932 | 200'000 | 51'383 | 47'281 | 99.99% | 99.99% |
| 18.10.2023 | 2.39% | 0.39 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 82'759 | 84'759 | 99.85% | 99.85% |
| 17.10.2023 | 2.14% | 0.44 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 92'574 | 94'574 | 100.00% | 100.00% |
| 16.10.2023 | 2.24% | 0.44 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 88'179 | 90'179 | 100.00% | 100.00% |
| 13.10.2023 | 2.03% | 0.43 | 0.44 | 200'000 | 200'000 | 200'000 | 200'000 | 97'782 | 99'782 | 100.00% | 100.00% |
| 12.10.2023 | 1.80% | 0.49 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 110'672 | 112'672 | 99.44% | 99.44% |
| 11.10.2023 | 1.75% | 0.60 | 0.61 | 200'000 | 200'000 | 200'000 | 200'000 | 113'639 | 115'639 | 99.99% | 99.99% |
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