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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 | - | - |
| 16.06.2023 | 50.00% | 0.02 | 0.03 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 22'500 | 5'000 | 100.00% | 100.00% |
| 15.06.2023 | 49.42% | 0.02 | 0.03 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 22'867 | 5'049 | 100.00% | 100.00% |
| 14.06.2023 | 37.47% | 0.02 | 0.03 | 1'500'000 | 200'000 | 1'500'000 | 189'119 | 34'675 | 6'139 | 99.80% | 99.80% |
| 13.06.2023 | 29.60% | 0.03 | 0.04 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 43'282 | 7'771 | 63.04% | 63.04% |
| 12.06.2023 | 51.54% | 0.03 | 0.04 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 24'459 | 5'261 | 100.00% | 100.00% |
| 09.06.2023 | 84.52% | 0.01 | 0.02 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 10'353 | 3'380 | 100.00% | 100.00% |
| 08.06.2023 | 86.28% | 0.01 | 0.02 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 9'938 | 3'325 | 98.74% | 98.74% |
| 07.06.2023 | 80.62% | 0.01 | 0.02 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 11'187 | 3'492 | 98.81% | 98.81% |
| 06.06.2023 | 63.91% | 0.01 | 0.02 | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 16'131 | 4'151 | 97.77% | 97.77% |
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