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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 | - | - |
| 17.03.2023 | 4.65% | 0.18 | 0.19 | 300'000 | 300'000 | 251'714 | 251'766 | 52'869 | 55'399 | 99.98% | 99.98% |
| 16.03.2023 | 6.76% | 0.19 | 0.20 | 275'000 | 275'000 | 368'564 | 368'584 | 52'757 | 56'448 | 99.96% | 99.96% |
| 15.03.2023 | 7.13% | 0.10 | 0.11 | 475'000 | 475'000 | 382'249 | 382'239 | 51'685 | 55'506 | 99.85% | 99.85% |
| 14.03.2023 | 4.84% | 0.24 | 0.25 | 200'000 | 200'000 | 259'661 | 259'658 | 52'279 | 54'875 | 99.99% | 99.99% |
| 13.03.2023 | 5.90% | 0.14 | 0.15 | 400'000 | 400'000 | 316'850 | 316'850 | 52'026 | 55'195 | 99.88% | 99.88% |
| 10.03.2023 | 3.18% | 0.30 | 0.31 | 175'000 | 175'000 | 174'679 | 174'679 | 54'087 | 55'834 | 98.35% | 98.35% |
| 09.03.2023 | 2.47% | 0.40 | 0.41 | 125'000 | 125'000 | 134'381 | 134'379 | 53'645 | 54'988 | 100.00% | 100.00% |
| 08.03.2023 | 2.38% | 0.44 | 0.45 | 125'000 | 125'000 | 125'522 | 125'523 | 52'236 | 53'492 | 99.77% | 99.77% |
| 07.03.2023 | 2.33% | 0.43 | 0.44 | 125'000 | 125'000 | 125'000 | 125'000 | 53'134 | 54'384 | 100.00% | 100.00% |
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