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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 | 14.39% | 0.08 | 0.13 | 284'340 | 100'000 | 276'657 | 100'000 | 36'087 | 15'061 | 54.90% | 76.35% |
| 21.09.2022 | 10.57% | 0.19 | 0.21 | 263'310 | 100'000 | 265'042 | 100'000 | 47'534 | 19'939 | 92.44% | 92.44% |
| 20.09.2022 | 8.88% | 0.20 | 0.22 | 250'000 | 100'000 | 234'714 | 100'000 | 50'496 | 23'529 | 100.00% | 100.00% |
| 19.09.2022 | 10.32% | 0.22 | 0.24 | 230'000 | 100'000 | 256'717 | 100'000 | 47'545 | 20'642 | 94.56% | 94.56% |
| 16.09.2022 | 8.10% | 0.22 | 0.24 | 230'000 | 100'000 | 214'221 | 100'000 | 50'805 | 25'868 | 100.00% | 100.00% |
| 15.09.2022 | 5.87% | 0.30 | 0.32 | 170'000 | 100'000 | 157'076 | 100'000 | 51'898 | 35'096 | 97.77% | 97.77% |
| 14.09.2022 | 5.44% | 0.36 | 0.38 | 140'000 | 100'000 | 142'651 | 100'000 | 50'997 | 37'765 | 100.00% | 100.00% |
| 13.09.2022 | 6.47% | 0.36 | 0.38 | 140'000 | 100'000 | 79'907 | 66'670 | 30'733 | 27'565 | 98.40% | 98.40% |
| 12.09.2022 | 7.20% | 0.40 | 0.43 | 50'000 | 50'000 | 50'000 | 50'000 | 20'103 | 21'603 | 100.00% | 100.00% |
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