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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 | - | - |
| 15.12.2023 | 7.43% | 0.11 | 0.12 | 98'000 | 98'000 | 99'929 | 99'929 | 13'026 | 14'026 | 33.82% | 33.82% |
| 14.12.2023 | 6.10% | 0.17 | 0.18 | 100'000 | 100'000 | 100'489 | 100'489 | 16'125 | 17'130 | 99.74% | 99.74% |
| 13.12.2023 | 3.81% | 0.27 | 0.28 | 106'000 | 106'000 | 104'053 | 104'053 | 26'801 | 27'842 | 99.93% | 99.93% |
| 12.12.2023 | 4.05% | 0.25 | 0.26 | 104'000 | 104'000 | 104'000 | 104'000 | 25'180 | 26'220 | 100.00% | 100.00% |
| 11.12.2023 | 4.43% | 0.23 | 0.24 | 104'000 | 104'000 | 103'316 | 103'316 | 22'832 | 23'865 | 100.00% | 100.00% |
| 08.12.2023 | 4.59% | 0.21 | 0.22 | 102'000 | 102'000 | 103'303 | 103'303 | 22'051 | 23'084 | 99.84% | 99.84% |
| 07.12.2023 | 3.87% | 0.24 | 0.25 | 104'000 | 104'000 | 104'745 | 104'745 | 26'639 | 27'686 | 99.75% | 99.75% |
| 06.12.2023 | 3.60% | 0.26 | 0.27 | 104'000 | 104'000 | 105'362 | 105'362 | 28'880 | 29'934 | 100.00% | 100.00% |
| 05.12.2023 | 2.93% | 0.30 | 0.31 | 106'000 | 106'000 | 107'501 | 107'501 | 36'229 | 37'304 | 100.00% | 100.00% |
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