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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 | - | - |
| 27.10.2022 | 10.23% | 23.10 | 25.60 | 25'000 | 5'000 | 25'000 | 5'000 | 5'797 | 1'284 | 93.16% | 93.16% |
| 26.10.2022 | 10.20% | 24.00 | 26.50 | 250'000 | 50'000 | 75'349 | 15'070 | 17'900 | 3'957 | 97.65% | 97.65% |
| 25.10.2022 | 3.75% | 22.40 | 24.90 | 250'000 | 50'000 | 76'630 | 15'269 | 16'509 | 3'528 | 95.26% | 95.26% |
| 24.10.2022 | 2.58% | 20.30 | 20.80 | 250'000 | 50'000 | 77'238 | 15'448 | 15'123 | 3'102 | 93.83% | 93.83% |
| 21.10.2022 | 2.64% | 18.50 | 19.00 | 250'000 | 50'000 | 250'000 | 50'000 | 46'778 | 9'606 | 17.67% | 17.67% |
| 20.10.2022 | 1.83% | 27.70 | 28.20 | 250'000 | 50'000 | 75'753 | 15'151 | 20'591 | 4'194 | 95.09% | 95.09% |
| 19.10.2022 | 1.86% | 27.60 | 28.10 | 250'000 | 50'000 | 76'019 | 15'204 | 20'615 | 4'199 | 94.59% | 94.59% |
| 18.10.2022 | 1.84% | 26.30 | 26.80 | 250'000 | 50'000 | 76'579 | 15'316 | 20'523 | 4'181 | 95.33% | 95.33% |
| 17.10.2022 | 1.95% | 26.40 | 26.90 | 250'000 | 50'000 | 75'368 | 15'074 | 19'684 | 4'012 | 97.62% | 97.62% |
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