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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 | - | - |
| 24.01.2022 | 2.58% | 0.26 | 0.27 | 123'894 | 50'000 | 113'797 | 50'000 | 47'628 | 21'811 | 18.72% | 18.72% |
| 21.01.2022 | 1.53% | 0.62 | 0.63 | 90'000 | 50'000 | 79'563 | 50'000 | 53'917 | 34'819 | 100.00% | 100.00% |
| 20.01.2022 | 1.15% | 0.90 | 0.91 | 60'000 | 50'000 | 61'306 | 50'000 | 52'854 | 43'694 | 87.52% | 87.52% |
| 19.01.2022 | 1.36% | 0.87 | 0.88 | 60'000 | 50'000 | 70'328 | 50'000 | 54'166 | 40'046 | 100.00% | 100.00% |
| 18.01.2022 | 1.10% | 0.77 | 0.78 | 70'000 | 50'000 | 57'578 | 50'000 | 54'255 | 48'420 | 100.00% | 100.00% |
| 17.01.2022 | 0.81% | 1.30 | 1.31 | 50'000 | 50'000 | 50'000 | 50'000 | 62'567 | 63'074 | 100.00% | 100.00% |
| 14.01.2022 | 0.79% | 1.22 | 1.23 | 50'000 | 50'000 | 50'000 | 50'000 | 63'352 | 63'852 | 96.96% | 96.96% |
| 13.01.2022 | 0.66% | 1.47 | 1.48 | 50'000 | 50'000 | 50'000 | 50'000 | 75'348 | 75'848 | 99.94% | 99.94% |
| 12.01.2022 | 0.58% | 1.68 | 1.69 | 50'000 | 50'000 | 50'000 | 50'000 | 85'359 | 85'859 | 99.47% | 99.47% |
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