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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 | - | - |
| 19.04.2024 | 2.31% | 0.37 | 0.41 | 140'000 | 30'000 | 121'989 | 15'153 | 52'119 | 6'652 | 21.23% | 77.14% |
| 18.04.2024 | 1.31% | 0.81 | 0.82 | 70'000 | 30'000 | 71'053 | 18'296 | 53'960 | 13'925 | 99.18% | 99.18% |
| 17.04.2024 | 0.89% | 0.95 | 0.96 | 60'000 | 30'000 | 50'459 | 18'312 | 56'611 | 20'525 | 100.00% | 100.00% |
| 16.04.2024 | 0.93% | 1.10 | 1.11 | 50'000 | 30'000 | 50'566 | 17'897 | 54'371 | 19'492 | 92.13% | 92.13% |
| 15.04.2024 | 0.55% | 1.66 | 1.67 | 40'000 | 30'000 | 30'292 | 18'329 | 55'239 | 33'448 | 99.13% | 99.13% |
| 12.04.2024 | 0.50% | 1.73 | 1.74 | 30'000 | 30'000 | 30'000 | 18'269 | 60'662 | 36'456 | 99.08% | 99.08% |
| 11.04.2024 | 0.60% | 1.77 | 1.78 | 30'000 | 30'000 | 34'636 | 18'459 | 57'489 | 31'274 | 95.35% | 95.35% |
| 10.04.2024 | 0.69% | 1.59 | 1.60 | 40'000 | 30'000 | 31'048 | 16'954 | 57'799 | 31'455 | 89.63% | 89.63% |
| 09.04.2024 | 0.53% | 1.70 | 1.71 | 30'000 | 30'000 | 30'299 | 18'288 | 56'589 | 34'270 | 99.66% | 99.66% |
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