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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 | - | - |
| 16.10.2023 | 13.18% | 0.06 | 0.07 | 118'412 | 50'000 | 117'273 | 50'000 | 8'350 | 4'061 | 21.64% | 21.64% |
| 13.10.2023 | 10.80% | 0.08 | 0.09 | 116'834 | 50'000 | 116'775 | 50'000 | 10'302 | 4'913 | 89.71% | 89.71% |
| 12.10.2023 | 6.05% | 0.13 | 0.14 | 113'329 | 50'000 | 110'679 | 50'000 | 17'867 | 8'578 | 98.38% | 98.38% |
| 11.10.2023 | 5.46% | 0.17 | 0.18 | 110'079 | 50'000 | 109'701 | 50'000 | 19'557 | 9'414 | 99.99% | 99.99% |
| 10.10.2023 | 5.28% | 0.18 | 0.19 | 110'683 | 50'000 | 109'936 | 50'000 | 20'308 | 9'737 | 100.00% | 100.00% |
| 09.10.2023 | 5.56% | 0.17 | 0.18 | 110'995 | 50'000 | 110'962 | 50'000 | 19'448 | 9'264 | 100.00% | 100.00% |
| 06.10.2023 | 5.79% | 0.17 | 0.18 | 111'418 | 50'000 | 112'016 | 50'000 | 18'803 | 8'893 | 100.00% | 100.00% |
| 05.10.2023 | 5.83% | 0.15 | 0.16 | 113'378 | 50'000 | 112'530 | 50'000 | 18'749 | 8'831 | 100.00% | 100.00% |
| 04.10.2023 | 6.01% | 0.17 | 0.18 | 112'212 | 50'000 | 113'052 | 50'000 | 18'266 | 8'580 | 100.00% | 100.00% |
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