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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 | - | - |
| 27.10.2020 | 3.14% | 0.29 | 0.30 | 30'000 | 30'000 | 30'000 | 30'000 | 9'438 | 9'738 | 97.25% | 97.25% |
| 26.10.2020 | 2.50% | 0.39 | 0.40 | 30'000 | 30'000 | 30'000 | 30'000 | 11'877 | 12'177 | 99.44% | 99.44% |
| 23.10.2020 | 2.72% | 0.34 | 0.35 | 30'000 | 30'000 | 30'000 | 30'000 | 10'900 | 11'200 | 98.88% | 98.88% |
| 22.10.2020 | 3.09% | 0.33 | 0.34 | 30'000 | 30'000 | 30'000 | 30'000 | 9'581 | 9'881 | 99.27% | 99.27% |
| 21.10.2020 | 2.41% | 0.37 | 0.38 | 30'000 | 30'000 | 30'000 | 30'000 | 12'335 | 12'635 | 85.84% | 85.84% |
| 20.10.2020 | 1.88% | 0.49 | 0.50 | 30'000 | 30'000 | 30'000 | 30'000 | 15'848 | 16'148 | 97.39% | 97.39% |
| 19.10.2020 | 1.70% | 0.56 | 0.57 | 30'000 | 30'000 | 30'000 | 30'000 | 17'509 | 17'809 | 98.68% | 98.68% |
| 15.10.2020 | 1.99% | 0.53 | 0.54 | 30'000 | 30'000 | 30'000 | 30'000 | 14'947 | 15'247 | 98.67% | 98.67% |
| 14.10.2020 | 1.73% | 0.56 | 0.57 | 30'000 | 30'000 | 30'000 | 30'000 | 17'194 | 17'494 | 98.51% | 98.51% |
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