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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 | - | - |
| 11.11.2022 | 4.24% | 0.18 | 0.22 | 266'703 | 50'000 | 218'463 | 50'000 | 50'383 | 12'092 | 4.82% | 7.88% |
| 10.11.2022 | 2.18% | 0.37 | 0.38 | 140'000 | 50'000 | 113'375 | 50'000 | 51'472 | 23'632 | 84.49% | 84.49% |
| 09.11.2022 | 2.03% | 0.48 | 0.49 | 110'000 | 50'000 | 108'286 | 50'000 | 52'919 | 24'945 | 100.00% | 100.00% |
| 08.11.2022 | 1.87% | 0.50 | 0.51 | 100'000 | 50'000 | 99'536 | 50'000 | 52'805 | 27'033 | 100.00% | 100.00% |
| 07.11.2022 | 1.67% | 0.60 | 0.61 | 90'000 | 50'000 | 89'680 | 50'000 | 53'187 | 30'163 | 100.00% | 100.00% |
| 04.11.2022 | 1.40% | 0.67 | 0.68 | 80'000 | 50'000 | 74'365 | 50'000 | 52'568 | 35'939 | 99.37% | 99.37% |
| 03.11.2022 | 1.31% | 0.76 | 0.77 | 70'000 | 50'000 | 70'000 | 50'000 | 53'190 | 38'493 | 99.65% | 99.65% |
| 02.11.2022 | 1.42% | 0.73 | 0.71 | 70'000 | 50'000 | 79'969 | 50'000 | 55'994 | 35'510 | 44.69% | 100.00% |
| 01.11.2022 | 1.39% | 0.75 | 0.76 | 70'000 | 50'000 | 75'251 | 50'000 | 53'771 | 36'285 | 100.00% | 100.00% |
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