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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 | - | - |
| 28.09.2022 | 1.26% | 58.90 | 59.65 | 100'000 | 50'000 | 100'000 | 50'000 | 57'943 | 29'338 | 99.70% | 99.70% |
| 27.09.2022 | 1.26% | 59.15 | 59.90 | 100'000 | 50'000 | 100'000 | 50'000 | 58'960 | 29'855 | 93.16% | 93.47% |
| 26.09.2022 | 0.84% | 58.60 | 59.35 | 100'000 | 50'000 | 326'485 | 304'795 | 191'692 | 179'990 | 99.16% | 99.28% |
| 23.09.2022 | 0.52% | 58.55 | 58.85 | 500'000 | 500'000 | 500'000 | 500'000 | 289'291 | 290'791 | 99.59% | 99.59% |
| 22.09.2022 | 0.50% | 58.80 | 59.10 | 500'000 | 500'000 | 500'000 | 500'000 | 298'429 | 299'929 | 96.78% | 96.78% |
| 21.09.2022 | 0.50% | 60.65 | 60.95 | 500'000 | 500'000 | 500'000 | 500'000 | 300'747 | 302'247 | 100.00% | 100.00% |
| 20.09.2022 | 0.50% | 60.10 | 60.40 | 500'000 | 500'000 | 500'000 | 500'000 | 299'033 | 300'533 | 100.00% | 100.00% |
| 19.09.2022 | 0.51% | 59.50 | 59.80 | 500'000 | 500'000 | 500'000 | 500'000 | 291'440 | 292'940 | 100.00% | 100.00% |
| 16.09.2022 | 0.51% | 58.75 | 59.05 | 500'000 | 500'000 | 500'000 | 500'000 | 294'897 | 296'397 | 100.00% | 100.00% |
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