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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 | 3.54% | 0.03 | 0.20 | 500'000 | 5'000 | 96'198 | 1'755 | 52'147 | 945 | 79.02% | 81.13% |
| 18.04.2024 | 2.30% | 0.81 | 0.82 | 70'000 | 5'000 | 68'602 | 2'208 | 55'014 | 1'768 | 99.57% | 99.57% |
| 17.04.2024 | 2.09% | 0.83 | 0.84 | 70'000 | 5'000 | 60'875 | 2'332 | 54'842 | 2'136 | 84.49% | 85.53% |
| 16.04.2024 | 3.94% | 0.58 | 0.59 | 90'000 | 5'000 | 108'643 | 2'237 | 52'172 | 1'210 | 95.32% | 95.32% |
| 15.04.2024 | 3.45% | 0.60 | 0.61 | 90'000 | 5'000 | 96'980 | 2'248 | 52'822 | 1'318 | 94.42% | 94.42% |
| 12.04.2024 | 2.85% | 0.53 | 0.54 | 100'000 | 5'000 | 83'241 | 2'232 | 52'771 | 1'381 | 95.51% | 95.51% |
| 11.04.2024 | 3.21% | 0.70 | 0.71 | 80'000 | 5'000 | 91'512 | 2'225 | 53'053 | 1'385 | 97.61% | 97.61% |
| 10.04.2024 | 4.17% | 0.55 | 0.56 | 100'000 | 5'000 | 111'904 | 1'942 | 52'226 | 980 | 89.90% | 89.90% |
| 09.04.2024 | 3.13% | 0.46 | 0.47 | 110'000 | 5'000 | 91'375 | 2'209 | 53'411 | 1'287 | 99.18% | 99.18% |
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