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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 | - | - |
| 28.03.2024 | 2.53% | 0.35 | 0.36 | 150'000 | 25'000 | 132'821 | 16'820 | 51'744 | 6'604 | 98.86% | 98.86% |
| 27.03.2024 | 2.47% | 0.42 | 0.43 | 120'000 | 25'000 | 130'534 | 16'781 | 52'261 | 6'838 | 99.75% | 99.75% |
| 26.03.2024 | 2.45% | 0.45 | 0.46 | 120'000 | 25'000 | 129'611 | 16'928 | 52'266 | 7'248 | 96.44% | 96.44% |
| 25.03.2024 | 4.27% | 0.27 | 0.28 | 190'000 | 25'000 | 221'027 | 16'781 | 50'655 | 4'170 | 99.75% | 99.75% |
| 22.03.2024 | 4.67% | 0.22 | 0.23 | 230'000 | 25'000 | 242'269 | 17'124 | 50'642 | 3'865 | 92.35% | 99.38% |
| 21.03.2024 | 2.81% | 0.32 | 0.33 | 160'000 | 25'000 | 146'556 | 16'813 | 51'504 | 5'990 | 99.02% | 99.02% |
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