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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 | - | - |
| 05.07.2024 | 1.87% | 0.38 | 0.40 | 140'000 | 30'000 | 97'715 | 19'808 | 51'633 | 10'477 | 19.44% | 83.52% |
| 04.07.2024 | 1.59% | 0.64 | 0.65 | 80'000 | 15'000 | 87'784 | 15'029 | 54'605 | 9'510 | 99.16% | 99.16% |
| 03.07.2024 | 1.13% | 0.73 | 0.74 | 70'000 | 30'000 | 60'871 | 18'268 | 53'648 | 16'161 | 99.45% | 99.45% |
| 02.07.2024 | 0.72% | 1.14 | 1.15 | 50'000 | 30'000 | 41'422 | 18'250 | 57'184 | 24'953 | 99.91% | 99.91% |
| 01.07.2024 | 0.70% | 1.44 | 1.45 | 40'000 | 30'000 | 39'998 | 18'248 | 57'393 | 26'604 | 99.98% | 99.98% |
| 28.06.2024 | 0.89% | 1.18 | 1.19 | 50'000 | 30'000 | 50'690 | 18'345 | 56'799 | 20'576 | 96.50% | 96.50% |
| 27.06.2024 | 0.72% | 1.32 | 1.33 | 40'000 | 30'000 | 40'915 | 18'332 | 56'275 | 25'081 | 97.29% | 97.29% |
| 26.06.2024 | 0.73% | 1.49 | 1.50 | 40'000 | 30'000 | 40'004 | 18'360 | 54'747 | 25'454 | 96.72% | 96.72% |
| 25.06.2024 | 0.60% | 1.51 | 1.52 | 40'000 | 30'000 | 34'193 | 18'254 | 57'167 | 30'587 | 99.88% | 99.88% |
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