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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 | - | - |
| 22.09.2022 | 13.12% | 0.04 | 0.16 | 285'002 | 100'000 | 270'725 | 100'000 | 38'590 | 16'255 | 2.71% | 76.35% |
| 21.09.2022 | 12.11% | 0.17 | 0.19 | 264'050 | 100'000 | 265'329 | 100'000 | 41'240 | 17'546 | 99.21% | 99.21% |
| 20.09.2022 | 9.98% | 0.20 | 0.22 | 260'339 | 100'000 | 260'111 | 100'000 | 49'537 | 21'053 | 51.01% | 51.01% |
| 19.09.2022 | 11.70% | 0.20 | 0.22 | 259'905 | 100'000 | 264'934 | 100'000 | 42'976 | 18'238 | 72.25% | 87.07% |
| 16.09.2022 | 8.78% | 0.20 | 0.22 | 250'000 | 100'000 | 230'772 | 100'000 | 50'298 | 23'911 | 77.67% | 77.67% |
| 15.09.2022 | 6.33% | 0.27 | 0.29 | 190'000 | 100'000 | 169'049 | 100'000 | 51'724 | 32'657 | 97.77% | 97.77% |
| 14.09.2022 | 5.84% | 0.34 | 0.36 | 150'000 | 100'000 | 156'236 | 100'000 | 51'967 | 35'279 | 100.00% | 100.00% |
| 13.09.2022 | 6.87% | 0.33 | 0.35 | 160'000 | 100'000 | 83'544 | 66'670 | 30'042 | 25'954 | 98.40% | 98.40% |
| 12.09.2022 | 7.66% | 0.37 | 0.40 | 50'000 | 50'000 | 50'000 | 50'000 | 18'857 | 20'357 | 100.00% | 100.00% |
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