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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 | - | - |
| 13.10.2022 | 1.77% | 0.64 | 0.67 | 10'000 | 10'000 | 94'064 | 49'846 | 52'800 | 28'671 | 43.89% | 65.51% |
| 12.10.2022 | 1.65% | 0.55 | 0.56 | 100'000 | 100'000 | 87'980 | 60'318 | 53'295 | 36'709 | 99.83% | 99.83% |
| 11.10.2022 | 1.67% | 0.57 | 0.58 | 100'000 | 100'000 | 89'448 | 60'441 | 53'198 | 36'083 | 99.77% | 99.77% |
| 10.10.2022 | 1.13% | 0.72 | 0.73 | 100'000 | 100'000 | 68'435 | 60'416 | 59'769 | 53'206 | 100.00% | 100.00% |
| 07.10.2022 | 0.72% | 1.22 | 1.23 | 100'000 | 100'000 | 57'658 | 57'658 | 89'942 | 90'532 | 99.48% | 99.48% |
| 06.10.2022 | 0.52% | 1.93 | 1.94 | 100'000 | 100'000 | 60'416 | 60'416 | 116'360 | 116'964 | 100.00% | 100.00% |
| 05.10.2022 | 0.56% | 1.57 | 1.58 | 100'000 | 100'000 | 60'416 | 60'416 | 105'680 | 106'284 | 100.00% | 100.00% |
| 04.10.2022 | 0.55% | 2.05 | 2.06 | 100'000 | 100'000 | 60'416 | 60'416 | 111'643 | 112'247 | 100.00% | 100.00% |
| 03.10.2022 | 1.11% | 1.24 | 1.25 | 100'000 | 100'000 | 71'461 | 60'416 | 66'484 | 58'127 | 100.00% | 100.00% |
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