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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 | - | - |
| 22.09.2022 | - | 0.02 | - | 282'039 | 0 | 0 | 0 | 0 | 0 | 0.00% | 37.34% |
| 21.09.2022 | 13.02% | 0.14 | 0.16 | 263'625 | 100'000 | 263'960 | 100'000 | 37'949 | 16'379 | 21.71% | 99.21% |
| 20.09.2022 | 11.30% | 0.15 | 0.17 | 262'083 | 100'000 | 260'902 | 100'000 | 43'595 | 18'711 | 99.88% | 99.88% |
| 19.09.2022 | 12.08% | 0.17 | 0.19 | 259'650 | 100'000 | 262'541 | 100'000 | 41'074 | 17'653 | 50.26% | 100.00% |
| 16.09.2022 | 10.05% | 0.17 | 0.19 | 258'242 | 100'000 | 248'741 | 100'000 | 47'378 | 21'138 | 83.23% | 83.23% |
| 15.09.2022 | 6.84% | 0.25 | 0.27 | 200'000 | 100'000 | 181'573 | 100'000 | 51'295 | 30'304 | 97.77% | 97.77% |
| 14.09.2022 | 6.27% | 0.31 | 0.33 | 170'000 | 100'000 | 168'594 | 100'000 | 52'121 | 32'925 | 100.00% | 100.00% |
| 13.09.2022 | 7.31% | 0.31 | 0.33 | 170'000 | 100'000 | 87'831 | 66'670 | 29'469 | 24'413 | 98.40% | 98.40% |
| 12.09.2022 | 8.14% | 0.35 | 0.38 | 50'000 | 50'000 | 50'000 | 50'000 | 17'691 | 19'191 | 100.00% | 100.00% |
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