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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 | - | - |
| 23.10.2023 | 3.40% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 88'894 | 91'894 | 28.91% | 28.91% |
| 20.10.2023 | 2.22% | 0.40 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 134'209 | 137'209 | 100.00% | 100.00% |
| 19.10.2023 | 1.43% | 0.58 | 0.59 | 300'000 | 300'000 | 300'000 | 300'000 | 210'871 | 213'871 | 99.56% | 99.56% |
| 18.10.2023 | 0.88% | 1.04 | 1.05 | 300'000 | 300'000 | 300'000 | 300'000 | 340'267 | 343'267 | 98.04% | 98.04% |
| 17.10.2023 | 0.75% | 1.28 | 1.29 | 300'000 | 300'000 | 300'000 | 300'000 | 400'163 | 403'163 | 99.88% | 99.88% |
| 16.10.2023 | 0.71% | 1.46 | 1.47 | 300'000 | 300'000 | 300'000 | 300'000 | 420'705 | 423'705 | 98.76% | 98.76% |
| 13.10.2023 | 0.65% | 1.46 | 1.47 | 300'000 | 300'000 | 300'000 | 300'000 | 463'802 | 466'802 | 100.00% | 100.00% |
| 12.10.2023 | 0.57% | 1.66 | 1.67 | 300'000 | 300'000 | 300'000 | 300'000 | 523'036 | 526'036 | 99.98% | 99.98% |
| 11.10.2023 | 0.57% | 1.76 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 525'782 | 528'782 | 99.91% | 99.91% |
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