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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 | - | - |
| 01.12.2022 | 8.50% | 0.06 | 0.08 | 27'000 | 27'000 | 45'183 | 45'183 | 5'236 | 5'688 | 11.76% | 11.76% |
| 30.11.2022 | 8.19% | 0.12 | 0.15 | 47'000 | 47'000 | 47'000 | 47'000 | 6'967 | 7'538 | 99.87% | 99.87% |
| 29.11.2022 | 4.91% | 0.15 | 0.16 | 47'000 | 47'000 | 47'000 | 47'000 | 9'534 | 10'004 | 100.00% | 100.00% |
| 28.11.2022 | 3.09% | 0.32 | 0.33 | 47'000 | 47'000 | 46'949 | 47'000 | 15'012 | 15'498 | 98.94% | 98.94% |
| 25.11.2022 | 1.83% | 0.45 | 0.46 | 50'000 | 50'000 | 50'000 | 50'000 | 27'571 | 28'071 | 99.97% | 99.97% |
| 24.11.2022 | 1.38% | 0.65 | 0.66 | 50'000 | 50'000 | 50'000 | 49'971 | 36'172 | 36'653 | 100.00% | 100.00% |
| 23.11.2022 | 1.29% | 0.74 | 0.75 | 50'000 | 50'000 | 50'000 | 50'000 | 38'459 | 38'959 | 100.00% | 100.00% |
| 22.11.2022 | 1.02% | 0.94 | 0.95 | 50'000 | 50'000 | 49'999 | 49'999 | 48'673 | 49'173 | 100.00% | 100.00% |
| 21.11.2022 | 0.91% | 1.04 | 1.05 | 49'000 | 49'000 | 48'524 | 48'524 | 53'034 | 53'519 | 100.00% | 100.00% |
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