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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 | 4.95% | 0.59 | 0.62 | 90'000 | 75'000 | 90'000 | 75'000 | 54'684 | 47'880 | 70.66% | 70.66% |
| 19.09.2024 | 4.27% | 0.69 | 0.72 | 80'000 | 75'000 | 80'245 | 75'000 | 55'247 | 54'145 | 69.55% | 69.55% |
| 18.09.2024 | 5.39% | 0.54 | 0.57 | 100'000 | 75'000 | 93'338 | 75'000 | 52'613 | 44'669 | 56.96% | 56.96% |
| 12.09.2024 | 5.64% | 0.50 | 0.53 | 100'000 | 75'000 | 101'525 | 75'000 | 51'864 | 40'572 | 80.89% | 80.89% |
| 11.09.2024 | 6.20% | 0.45 | 0.48 | 120'000 | 75'000 | 112'453 | 75'000 | 52'363 | 37'206 | 83.50% | 83.50% |
| 10.09.2024 | 5.92% | 0.46 | 0.49 | 110'000 | 75'000 | 108'190 | 75'000 | 53'035 | 39'193 | 87.14% | 87.14% |
| 09.09.2024 | 5.99% | 0.46 | 0.49 | 110'000 | 75'000 | 109'524 | 75'000 | 52'360 | 38'079 | 97.61% | 97.61% |
| 06.09.2024 | 17.78% | 0.38 | 0.46 | 140'000 | 25'000 | 121'225 | 25'000 | 51'464 | 12'716 | 63.74% | 63.74% |
| 05.09.2024 | 6.08% | 0.48 | 0.51 | 110'000 | 75'000 | 108'638 | 75'000 | 51'949 | 38'157 | 82.63% | 82.63% |
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