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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 | - | - |
| 17.03.2023 | 36.64% | 0.01 | 0.01 | 1'500'000 | 250'000 | 1'500'000 | 223'377 | 17'955 | 3'678 | 100.00% | 100.00% |
| 16.03.2023 | 13.97% | 0.03 | 0.03 | 1'500'000 | 150'000 | 1'500'000 | 183'596 | 52'397 | 7'094 | 99.30% | 99.30% |
| 15.03.2023 | 27.88% | 0.03 | 0.03 | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'871 | 5'562 | 99.99% | 99.99% |
| 14.03.2023 | 28.87% | 0.01 | 0.02 | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 22'486 | 4'998 | 99.57% | 99.57% |
| 13.03.2023 | 37.63% | 0.02 | 0.03 | 1'500'000 | 250'000 | 1'115'960 | 250'000 | 25'300 | 8'018 | 99.99% | 99.99% |
| 10.03.2023 | 31.48% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 249'689 | 20'594 | 9'352 | 99.82% | 99.82% |
| 09.03.2023 | 24.81% | 0.03 | 0.04 | 750'000 | 200'000 | 750'000 | 200'000 | 26'941 | 9'184 | 98.48% | 98.48% |
| 08.03.2023 | 21.66% | 0.05 | 0.06 | 750'000 | 200'000 | 750'000 | 200'000 | 31'045 | 10'279 | 100.00% | 100.00% |
| 07.03.2023 | 14.62% | 0.05 | 0.06 | 750'000 | 150'000 | 750'000 | 150'000 | 47'804 | 11'061 | 100.00% | 100.00% |
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