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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 | - | - |
| 15.11.2022 | 34.82% | 0.03 | 0.10 | 97'998 | 50'000 | 99'521 | 50'000 | 7'072 | 5'000 | 51.19% | 67.77% |
| 14.11.2022 | 8.77% | 0.09 | 0.10 | 101'285 | 50'000 | 102'364 | 50'000 | 11'301 | 6'017 | 98.32% | 98.32% |
| 11.11.2022 | 10.31% | 0.12 | 0.13 | 102'723 | 50'000 | 102'808 | 50'000 | 10'153 | 5'464 | 90.20% | 90.20% |
| 10.11.2022 | 15.14% | 0.11 | 0.12 | 104'288 | 50'000 | 104'932 | 50'000 | 9'717 | 5'352 | 82.68% | 82.68% |
| 09.11.2022 | 8.75% | 0.09 | 0.10 | 105'495 | 50'000 | 106'422 | 50'000 | 11'737 | 6'012 | 100.00% | 100.00% |
| 08.11.2022 | 8.11% | 0.13 | 0.14 | 107'346 | 50'000 | 107'357 | 50'000 | 12'737 | 6'431 | 100.00% | 100.00% |
| 07.11.2022 | 7.70% | 0.12 | 0.13 | 107'656 | 50'000 | 107'903 | 50'000 | 13'542 | 6'774 | 100.00% | 100.00% |
| 04.11.2022 | 17.29% | 0.10 | 0.11 | 107'416 | 50'000 | 106'873 | 50'000 | 9'014 | 4'981 | 100.00% | 100.00% |
| 03.11.2022 | 10.16% | 0.08 | 0.09 | 107'848 | 50'000 | 108'405 | 50'000 | 10'317 | 5'254 | 100.00% | 100.00% |
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