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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 | - | - |
| 18.03.2022 | 8.61% | 0.17 | 0.18 | 300'000 | 25'000 | 300'000 | 25'000 | 50'490 | 4'583 | 100.00% | 100.00% |
| 17.03.2022 | 4.15% | 0.24 | 0.25 | 300'000 | 50'000 | 300'051 | 50'000 | 71'487 | 12'413 | 99.72% | 99.72% |
| 16.03.2022 | 7.95% | 0.14 | 0.15 | 450'000 | 75'000 | 450'000 | 75'000 | 54'841 | 9'890 | 88.76% | 88.76% |
| 15.03.2022 | 13.50% | 0.07 | 0.08 | 450'000 | 75'000 | 450'000 | 75'000 | 31'456 | 5'993 | 100.00% | 100.00% |
| 14.03.2022 | 9.65% | 0.09 | 0.10 | 450'000 | 75'000 | 450'000 | 75'000 | 44'939 | 8'240 | 99.96% | 99.96% |
| 11.03.2022 | 9.33% | 0.10 | 0.11 | 450'000 | 75'000 | 450'000 | 75'000 | 46'312 | 8'469 | 100.00% | 100.00% |
| 10.03.2022 | 10.76% | 0.08 | 0.09 | 450'000 | 75'000 | 450'000 | 75'000 | 39'818 | 7'386 | 99.83% | 99.83% |
| 09.03.2022 | 12.23% | 0.11 | 0.12 | 450'000 | 75'000 | 450'000 | 75'000 | 35'892 | 6'732 | 96.74% | 96.74% |
| 08.03.2022 | 20.84% | 0.03 | 0.04 | 450'000 | 75'000 | 450'000 | 75'000 | 20'436 | 4'156 | 94.20% | 94.20% |
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