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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 | - | - |
| 13.03.2020 | 6.86% | 0.24 | 0.26 | 60'000 | 60'000 | 53'007 | 53'007 | 15'709 | 16'777 | 99.39% | 99.39% |
| 12.03.2020 | 5.60% | 0.24 | 0.26 | 60'000 | 60'000 | 57'488 | 57'488 | 21'650 | 22'832 | 96.69% | 96.69% |
| 11.03.2020 | 1.65% | 0.58 | 0.59 | 60'000 | 60'000 | 60'000 | 60'000 | 36'251 | 36'851 | 99.02% | 99.02% |
| 10.03.2020 | 1.52% | 0.59 | 0.60 | 60'000 | 60'000 | 60'000 | 60'000 | 39'273 | 39'873 | 97.49% | 97.49% |
| 09.03.2020 | 2.49% | 0.64 | 0.65 | 60'000 | 60'000 | 53'537 | 53'537 | 33'746 | 34'558 | 95.69% | 95.69% |
| 06.03.2020 | 1.13% | 0.88 | 0.89 | 120'000 | 120'000 | 120'000 | 120'000 | 106'065 | 107'265 | 98.15% | 98.15% |
| 05.03.2020 | 1.01% | 0.98 | 0.99 | 120'000 | 120'000 | 120'000 | 120'000 | 118'812 | 120'012 | 99.36% | 99.36% |
| 04.03.2020 | 0.93% | 1.04 | 1.05 | 120'000 | 120'000 | 120'000 | 120'000 | 128'653 | 129'853 | 98.58% | 98.58% |
| 03.03.2020 | 0.86% | 1.10 | 1.11 | 120'000 | 120'000 | 120'000 | 120'000 | 139'132 | 140'332 | 97.40% | 97.40% |
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