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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 | - | - |
| 26.10.2022 | 4.63% | 0.05 | 0.19 | 500'000 | 500'000 | 500'000 | 499'997 | 109'199 | 114'199 | 67.20% | 90.38% |
| 25.10.2022 | 1.61% | 0.37 | 0.38 | 500'000 | 500'000 | 500'000 | 500'000 | 323'058 | 328'058 | 99.56% | 99.56% |
| 24.10.2022 | 1.54% | 0.57 | 0.58 | 500'000 | 500'000 | 500'000 | 499'999 | 337'114 | 342'114 | 100.00% | 100.00% |
| 21.10.2022 | 0.85% | 1.02 | 1.03 | 500'000 | 500'000 | 500'000 | 500'000 | 589'970 | 594'970 | 100.00% | 100.00% |
| 20.10.2022 | 0.98% | 0.88 | 0.89 | 500'000 | 500'000 | 500'000 | 500'000 | 513'805 | 518'805 | 99.93% | 99.93% |
| 19.10.2022 | 1.08% | 0.91 | 0.92 | 500'000 | 500'000 | 500'000 | 500'000 | 461'276 | 466'276 | 99.93% | 99.93% |
| 18.10.2022 | 1.28% | 0.84 | 0.85 | 500'000 | 500'000 | 500'000 | 500'000 | 392'558 | 397'558 | 99.00% | 99.00% |
| 17.10.2022 | 0.77% | 1.20 | 1.21 | 500'000 | 500'000 | 500'000 | 500'000 | 657'482 | 662'482 | 100.00% | 100.00% |
| 14.10.2022 | 0.69% | 1.54 | 1.55 | 500'000 | 500'000 | 500'000 | 500'000 | 730'476 | 735'476 | 99.05% | 99.05% |
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