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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 | - | - |
| 27.07.2023 | 12.40% | 0.04 | 0.05 | 45'000 | 45'000 | 45'000 | 45'000 | 3'479 | 3'929 | 8.08% | 8.08% |
| 26.07.2023 | 4.82% | 0.22 | 0.23 | 46'000 | 46'000 | 46'018 | 46'018 | 10'267 | 10'766 | 100.00% | 100.00% |
| 25.07.2023 | 6.62% | 0.19 | 0.20 | 46'000 | 46'000 | 46'000 | 46'000 | 8'293 | 8'857 | 99.58% | 99.58% |
| 24.07.2023 | 4.28% | 0.19 | 0.20 | 46'000 | 46'000 | 46'139 | 46'139 | 10'675 | 11'137 | 100.00% | 100.00% |
| 21.07.2023 | 4.46% | 0.22 | 0.23 | 46'000 | 46'000 | 46'001 | 46'001 | 10'108 | 10'568 | 100.00% | 100.00% |
| 20.07.2023 | 4.63% | 0.22 | 0.23 | 46'000 | 46'000 | 46'000 | 46'000 | 9'736 | 10'196 | 100.00% | 100.00% |
| 19.07.2023 | 4.32% | 0.24 | 0.25 | 46'000 | 46'000 | 46'000 | 46'000 | 10'431 | 10'891 | 99.21% | 99.21% |
| 18.07.2023 | 3.19% | 0.26 | 0.27 | 46'000 | 46'000 | 46'998 | 46'998 | 14'542 | 15'012 | 100.00% | 100.00% |
| 17.07.2023 | 2.93% | 0.35 | 0.36 | 47'000 | 47'000 | 47'000 | 47'000 | 15'827 | 16'297 | 100.00% | 100.00% |
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