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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 | - | - |
| 16.12.2022 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 100.00% | 100.00% |
| 15.12.2022 | 27.09% | 0.01 | 0.02 | 1'000'000 | 400'000 | 714'213 | 256'711 | 26'865 | 11'768 | 97.65% | 97.65% |
| 14.12.2022 | 13.90% | 0.07 | 0.08 | 600'000 | 200'000 | 600'000 | 200'000 | 40'212 | 15'404 | 96.87% | 96.87% |
| 13.12.2022 | 11.19% | 0.09 | 0.10 | 600'000 | 200'000 | 604'861 | 201'620 | 51'303 | 19'117 | 92.73% | 92.73% |
| 12.12.2022 | 12.37% | 0.07 | 0.08 | 750'000 | 250'000 | 706'092 | 235'364 | 53'471 | 20'177 | 94.59% | 94.59% |
| 09.12.2022 | 11.38% | 0.08 | 0.09 | 600'000 | 200'000 | 650'621 | 216'874 | 53'902 | 20'136 | 96.74% | 96.74% |
| 08.12.2022 | 11.23% | 0.08 | 0.09 | 750'000 | 250'000 | 742'849 | 247'616 | 62'621 | 23'350 | 98.52% | 98.52% |
| 07.12.2022 | 11.36% | 0.09 | 0.10 | 750'000 | 250'000 | 734'126 | 244'709 | 61'081 | 22'807 | 97.95% | 97.95% |
| 06.12.2022 | 10.67% | 0.08 | 0.09 | 750'000 | 250'000 | 699'273 | 233'091 | 62'092 | 23'028 | 97.26% | 97.26% |
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