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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 | - | - |
| 16.09.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.97% | 99.97% |
| 15.09.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.98% | 99.98% |
| 14.09.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 995'185 | 250'000 | 4'976 | 3'750 | 98.63% | 98.63% |
| 13.09.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.96% | 99.96% |
| 12.09.2022 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 99.97% | 99.97% |
| 09.09.2022 | 39.42% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'434 | 7'608 | 99.94% | 99.94% |
| 08.09.2022 | 34.01% | 0.03 | 0.04 | 1'000'000 | 250'000 | 985'872 | 250'000 | 24'114 | 8'635 | 99.98% | 99.98% |
| 07.09.2022 | 15.77% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'513 | 34'257 | 38.55% | 38.55% |
| 06.09.2022 | 14.56% | 0.07 | 0.08 | 1'000'000 | 500'000 | 988'781 | 496'260 | 63'082 | 36'625 | 92.01% | 92.01% |
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