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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 | - | 0.02 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 28.84% |
| 21.09.2022 | 13.33% | 0.13 | 0.16 | 263'932 | 100'000 | 262'423 | 100'000 | 36'739 | 16'000 | 0.20% | 99.21% |
| 20.09.2022 | 12.58% | 0.13 | 0.16 | 262'386 | 100'000 | 260'609 | 100'000 | 38'872 | 16'917 | 99.33% | 100.00% |
| 19.09.2022 | 12.49% | 0.15 | 0.17 | 259'695 | 100'000 | 260'699 | 100'000 | 39'181 | 17'031 | 25.71% | 100.00% |
| 16.09.2022 | 11.13% | 0.15 | 0.17 | 258'646 | 100'000 | 255'466 | 100'000 | 43'826 | 19'180 | 96.05% | 96.42% |
| 15.09.2022 | 7.27% | 0.23 | 0.25 | 220'000 | 100'000 | 192'555 | 100'000 | 51'013 | 28'562 | 97.77% | 97.77% |
| 14.09.2022 | 6.63% | 0.30 | 0.32 | 170'000 | 100'000 | 176'789 | 100'000 | 51'600 | 31'202 | 100.00% | 100.00% |
| 13.09.2022 | 7.68% | 0.29 | 0.31 | 180'000 | 100'000 | 90'319 | 66'670 | 28'707 | 23'260 | 98.40% | 98.40% |
| 12.09.2022 | 8.55% | 0.33 | 0.36 | 50'000 | 50'000 | 50'000 | 50'000 | 16'804 | 18'304 | 100.00% | 100.00% |
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