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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 | - | - |
| 30.09.2022 | 5.24% | 0.39 | 0.39 | 130'000 | 100'000 | 140'098 | 100'000 | 52'059 | 39'172 | 74.74% | 93.09% |
| 29.09.2022 | 6.40% | 0.33 | 0.35 | 160'000 | 100'000 | 171'091 | 100'000 | 51'770 | 32'305 | 100.00% | 100.00% |
| 28.09.2022 | 5.76% | 0.37 | 0.39 | 140'000 | 50'000 | 154'206 | 50'000 | 51'997 | 17'901 | 100.00% | 100.00% |
| 27.09.2022 | 4.70% | 0.42 | 0.44 | 120'000 | 50'000 | 124'428 | 50'000 | 51'730 | 21'807 | 100.00% | 100.00% |
| 26.09.2022 | 5.03% | 0.41 | 0.43 | 130'000 | 50'000 | 134'787 | 50'000 | 52'246 | 20'417 | 88.68% | 88.68% |
| 23.09.2022 | 7.09% | 0.39 | 0.42 | 130'000 | 50'000 | 127'557 | 50'000 | 52'045 | 22'161 | 100.00% | 100.00% |
| 22.09.2022 | 4.68% | 0.56 | 0.59 | 90'000 | 50'000 | 82'965 | 50'000 | 51'975 | 32'920 | 99.12% | 99.12% |
| 21.09.2022 | 4.55% | 0.67 | 0.70 | 80'000 | 50'000 | 80'974 | 50'000 | 52'170 | 33'731 | 100.00% | 100.00% |
| 20.09.2022 | 3.84% | 0.68 | 0.71 | 80'000 | 30'000 | 70'758 | 30'000 | 54'162 | 23'981 | 100.00% | 100.00% |
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