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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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 15.06.2023 | 97.63% | 0.00 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'887 | 32'898 | 65.76% | 99.84% |
| 14.06.2023 | 54.06% | 0.02 | 0.04 | 950'000 | 950'000 | 950'000 | 950'000 | 27'378 | 46'378 | 99.71% | 99.71% |
| 13.06.2023 | 38.75% | 0.04 | 0.06 | 740'000 | 740'000 | 740'000 | 740'000 | 30'917 | 45'717 | 93.26% | 93.26% |
| 12.06.2023 | 30.12% | 0.06 | 0.08 | 760'000 | 760'000 | 760'000 | 760'000 | 43'074 | 58'274 | 100.00% | 100.00% |
| 09.06.2023 | 16.17% | 0.06 | 0.07 | 920'000 | 920'000 | 920'000 | 920'000 | 52'456 | 61'656 | 100.00% | 100.00% |
| 08.06.2023 | 12.60% | 0.05 | 0.06 | 610'000 | 610'000 | 610'000 | 610'000 | 46'549 | 52'649 | 99.56% | 99.56% |
| 07.06.2023 | 10.35% | 0.09 | 0.10 | 620'000 | 620'000 | 620'000 | 620'000 | 57'665 | 63'865 | 99.84% | 99.84% |
| 06.06.2023 | 9.10% | 0.11 | 0.12 | 660'000 | 660'000 | 660'000 | 660'000 | 69'687 | 76'287 | 99.39% | 99.39% |
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