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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 | - | - |
| 11.11.2022 | 2.84% | 0.04 | 0.33 | 500'000 | 100'000 | 149'233 | 84'787 | 51'812 | 30'938 | 4.68% | 83.33% |
| 10.11.2022 | 0.96% | 0.64 | 0.65 | 100'000 | 100'000 | 61'849 | 61'472 | 78'280 | 78'578 | 80.49% | 80.49% |
| 09.11.2022 | 0.71% | 1.55 | 1.56 | 100'000 | 100'000 | 61'041 | 61'041 | 87'816 | 88'426 | 100.00% | 100.00% |
| 08.11.2022 | 0.71% | 1.22 | 1.23 | 100'000 | 100'000 | 61'041 | 61'041 | 85'507 | 86'117 | 100.00% | 100.00% |
| 07.11.2022 | 0.60% | 1.73 | 1.74 | 100'000 | 100'000 | 61'044 | 61'044 | 102'646 | 103'256 | 99.98% | 99.98% |
| 04.11.2022 | 0.52% | 2.06 | 2.07 | 100'000 | 100'000 | 67'473 | 67'473 | 127'918 | 128'593 | 98.96% | 98.96% |
| 03.11.2022 | 0.53% | 1.97 | 1.98 | 100'000 | 100'000 | 67'575 | 67'575 | 128'337 | 129'012 | 98.39% | 98.39% |
| 02.11.2022 | 1.21% | 1.14 | 0.83 | 100'000 | 50'000 | 69'824 | 50'000 | 57'295 | 41'532 | 43.66% | 100.00% |
| 01.11.2022 | 1.96% | 0.86 | 0.87 | 100'000 | 100'000 | 113'366 | 66'186 | 60'480 | 40'615 | 96.73% | 96.73% |
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