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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 | 66.67% | 0.01 | 0.02 | 450'000 | 100'000 | 450'000 | 100'000 | 4'500 | 2'000 | 100.00% | 100.00% |
| 17.03.2022 | 66.64% | 0.01 | 0.02 | 450'000 | 100'000 | 450'000 | 100'000 | 4'504 | 2'001 | 99.72% | 99.72% |
| 16.03.2022 | 14.82% | 0.05 | 0.06 | 450'000 | 100'000 | 450'000 | 100'000 | 28'700 | 7'378 | 88.77% | 88.77% |
| 15.03.2022 | 7.20% | 0.13 | 0.14 | 450'000 | 100'000 | 449'996 | 100'000 | 60'777 | 14'506 | 100.00% | 100.00% |
| 14.03.2022 | 7.65% | 0.14 | 0.15 | 450'000 | 100'000 | 450'000 | 100'000 | 56'899 | 13'644 | 99.95% | 99.95% |
| 11.03.2022 | 6.38% | 0.15 | 0.16 | 450'000 | 100'000 | 450'000 | 100'000 | 68'827 | 16'295 | 100.00% | 100.00% |
| 10.03.2022 | 4.79% | 0.22 | 0.23 | 450'000 | 100'000 | 450'000 | 100'000 | 91'765 | 21'392 | 99.82% | 99.82% |
| 09.03.2022 | 4.57% | 0.18 | 0.19 | 450'000 | 100'000 | 450'000 | 100'000 | 97'106 | 22'579 | 96.74% | 96.74% |
| 08.03.2022 | 3.29% | 0.34 | 0.35 | 450'000 | 100'000 | 450'000 | 100'000 | 135'225 | 31'050 | 94.83% | 94.83% |
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