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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 | - | - |
| 29.11.2022 | 11.37% | 0.06 | 0.07 | 142'000 | 142'000 | 140'538 | 140'538 | 11'817 | 13'222 | 10.70% | 10.70% |
| 28.11.2022 | 8.27% | 0.11 | 0.12 | 139'000 | 139'000 | 137'058 | 137'058 | 15'976 | 17'347 | 98.85% | 98.85% |
| 25.11.2022 | 4.26% | 0.19 | 0.20 | 130'000 | 130'000 | 127'150 | 127'150 | 29'922 | 31'194 | 99.91% | 99.91% |
| 24.11.2022 | 3.08% | 0.28 | 0.29 | 124'000 | 124'000 | 120'924 | 120'924 | 38'846 | 40'056 | 100.00% | 100.00% |
| 23.11.2022 | 2.85% | 0.33 | 0.34 | 120'000 | 120'000 | 119'451 | 119'451 | 41'348 | 42'542 | 100.00% | 100.00% |
| 22.11.2022 | 2.21% | 0.43 | 0.44 | 114'000 | 114'000 | 113'358 | 113'358 | 50'787 | 51'921 | 100.00% | 100.00% |
| 21.11.2022 | 1.95% | 0.48 | 0.49 | 112'000 | 112'000 | 109'929 | 109'929 | 55'811 | 56'910 | 100.00% | 100.00% |
| 18.11.2022 | 1.80% | 0.54 | 0.55 | 108'000 | 108'000 | 107'733 | 107'733 | 59'288 | 60'366 | 99.74% | 99.74% |
| 17.11.2022 | 1.83% | 0.56 | 0.57 | 108'000 | 108'000 | 108'008 | 108'008 | 58'620 | 59'700 | 100.00% | 100.00% |
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