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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 | 39.96% | 0.03 | 0.04 | 1'000'000 | 250'000 | 787'419 | 250'000 | 16'447 | 7'743 | 53.11% | 53.11% |
| 15.12.2022 | 90.12% | 0.02 | 0.03 | 1'000'000 | 250'000 | 938'626 | 250'000 | 6'130 | 4'200 | 79.37% | 79.37% |
| 14.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 992'888 | 250'000 | 4'964 | 3'750 | 100.00% | 100.00% |
| 13.12.2022 | 62.79% | 0.01 | 0.02 | 1'000'000 | 250'000 | 966'207 | 250'000 | 10'795 | 5'291 | 60.48% | 60.48% |
| 12.12.2022 | 42.38% | 0.02 | 0.03 | 1'000'000 | 250'000 | 981'211 | 250'000 | 18'512 | 7'206 | 96.76% | 96.76% |
| 09.12.2022 | 38.55% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'085 | 7'771 | 99.63% | 99.63% |
| 08.12.2022 | 33.43% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'143 | 8'786 | 100.00% | 100.00% |
| 07.12.2022 | 29.38% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'185 | 9'796 | 100.00% | 100.00% |
| 06.12.2022 | 38.71% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'118 | 7'780 | 99.85% | 99.85% |
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