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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 | - | - |
| 05.04.2024 | 8.46% | 0.13 | 0.20 | 390'000 | 5'000 | 212'023 | 1'501 | 50'539 | 389 | 76.79% | 77.23% |
| 04.04.2024 | 3.63% | 0.47 | 0.48 | 110'000 | 5'000 | 101'984 | 2'224 | 52'036 | 1'184 | 97.52% | 97.52% |
| 03.04.2024 | 5.53% | 0.37 | 0.38 | 140'000 | 5'000 | 161'309 | 2'579 | 51'677 | 877 | 65.28% | 65.28% |
| 28.03.2024 | 3.51% | 0.45 | 0.46 | 120'000 | 5'000 | 116'145 | 2'887 | 52'368 | 1'360 | 86.18% | 86.18% |
| 27.03.2024 | 2.99% | 0.38 | 0.39 | 140'000 | 5'000 | 104'620 | 2'754 | 53'087 | 1'325 | 95.32% | 95.32% |
| 26.03.2024 | 2.19% | 0.73 | 0.74 | 70'000 | 5'000 | 73'554 | 2'853 | 53'539 | 2'113 | 88.37% | 88.37% |
| 25.03.2024 | 5.79% | 0.65 | 0.66 | 80'000 | 5'000 | 169'056 | 2'751 | 51'504 | 1'351 | 95.28% | 95.35% |
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