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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 | - | - |
| 30.06.2023 | 3.16% | 0.22 | 0.24 | 200'000 | 200'000 | 200'000 | 200'000 | 64'648 | 66'648 | 84.55% | 85.13% |
| 29.06.2023 | 2.15% | 0.48 | 0.49 | 200'000 | 200'000 | 199'782 | 199'782 | 92'847 | 94'846 | 98.03% | 98.03% |
| 28.06.2023 | 1.76% | 0.53 | 0.54 | 200'000 | 200'000 | 199'945 | 199'945 | 112'677 | 114'676 | 100.00% | 100.00% |
| 27.06.2023 | 1.22% | 0.73 | 0.74 | 200'000 | 200'000 | 200'000 | 200'000 | 162'985 | 164'985 | 100.00% | 100.00% |
| 26.06.2023 | 1.11% | 0.83 | 0.84 | 200'000 | 200'000 | 200'000 | 200'000 | 179'474 | 181'474 | 100.00% | 100.00% |
| 23.06.2023 | 1.15% | 0.91 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 173'666 | 175'666 | 100.00% | 100.00% |
| 22.06.2023 | 1.19% | 0.75 | 0.76 | 200'000 | 200'000 | 200'000 | 200'000 | 168'351 | 170'351 | 99.55% | 99.55% |
| 21.06.2023 | 1.74% | 0.67 | 0.68 | 200'000 | 200'000 | 200'000 | 200'000 | 114'611 | 116'611 | 100.00% | 100.00% |
| 20.06.2023 | 1.93% | 0.55 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 103'061 | 105'061 | 99.73% | 99.73% |
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