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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 | - | - |
| 15.12.2023 | 0.63% | 1.57 | 1.58 | 750'000 | 75'000 | 750'000 | 75'000 | 1'179'150 | 118'665 | 99.97% | 99.97% |
| 14.12.2023 | 0.60% | 1.57 | 1.58 | 750'000 | 100'000 | 750'000 | 100'000 | 1'255'200 | 168'359 | 97.78% | 97.78% |
| 13.12.2023 | 0.53% | 1.89 | 1.90 | 750'000 | 100'000 | 750'000 | 100'000 | 1'415'700 | 189'760 | 99.26% | 99.26% |
| 12.12.2023 | 0.56% | 1.84 | 1.85 | 750'000 | 150'000 | 750'000 | 150'000 | 1'343'180 | 270'136 | 97.50% | 97.50% |
| 11.12.2023 | 0.57% | 1.78 | 1.79 | 750'000 | 150'000 | 750'000 | 150'000 | 1'312'890 | 264'078 | 99.27% | 99.27% |
| 08.12.2023 | 0.56% | 1.76 | 1.77 | 750'000 | 150'000 | 750'000 | 150'000 | 1'328'020 | 267'103 | 99.27% | 99.27% |
| 07.12.2023 | 0.56% | 1.77 | 1.78 | 750'000 | 150'000 | 750'000 | 150'000 | 1'329'190 | 267'337 | 99.27% | 99.27% |
| 06.12.2023 | 0.55% | 1.79 | 1.80 | 750'000 | 150'000 | 750'000 | 150'000 | 1'354'400 | 272'380 | 98.72% | 98.72% |
| 05.12.2023 | 0.56% | 1.78 | 1.79 | 750'000 | 150'000 | 750'000 | 150'000 | 1'334'240 | 268'349 | 99.26% | 99.26% |
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