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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 | - | - |
| 20.09.2024 | 7.29% | 0.39 | 0.42 | 130'000 | 75'000 | 128'724 | 75'000 | 52'446 | 32'877 | 71.33% | 71.33% |
| 19.09.2024 | 6.00% | 0.49 | 0.52 | 110'000 | 75'000 | 107'655 | 75'000 | 52'196 | 39'046 | 66.82% | 66.82% |
| 18.09.2024 | 8.04% | 0.34 | 0.37 | 150'000 | 75'000 | 141'246 | 75'000 | 51'566 | 29'726 | 66.10% | 66.10% |
| 12.09.2024 | 8.63% | 0.28 | 0.31 | 188'399 | 75'000 | 158'458 | 75'000 | 51'906 | 26'843 | 49.12% | 49.12% |
| 11.09.2024 | 7.22% | 0.27 | 0.29 | 190'000 | 75'000 | 185'122 | 75'000 | 51'106 | 22'310 | 21.56% | 21.56% |
| 10.09.2024 | 7.45% | 0.27 | 0.29 | 200'000 | 75'000 | 162'975 | 75'000 | 51'571 | 25'746 | 69.05% | 69.05% |
| 09.09.2024 | 6.42% | 0.28 | 0.30 | 180'000 | 75'000 | 175'057 | 75'000 | 51'575 | 23'579 | 99.06% | 99.06% |
| 06.09.2024 | 26.78% | 0.21 | 0.28 | 214'297 | 25'000 | 203'087 | 25'000 | 48'625 | 7'850 | 26.12% | 26.12% |
| 05.09.2024 | 6.52% | 0.30 | 0.32 | 170'000 | 75'000 | 173'556 | 75'000 | 51'494 | 23'802 | 82.64% | 82.64% |
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