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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 | 6.00% | 0.28 | 0.30 | 60'000 | 60'000 | 52'966 | 52'966 | 17'889 | 18'956 | 99.65% | 99.65% |
| 12.03.2020 | 5.03% | 0.28 | 0.30 | 60'000 | 60'000 | 57'503 | 57'503 | 24'013 | 25'197 | 96.55% | 96.55% |
| 11.03.2020 | 1.54% | 0.62 | 0.63 | 60'000 | 60'000 | 60'000 | 60'000 | 38'733 | 39'333 | 99.04% | 99.04% |
| 10.03.2020 | 1.43% | 0.63 | 0.64 | 60'000 | 60'000 | 60'000 | 60'000 | 41'758 | 42'358 | 97.53% | 97.53% |
| 09.03.2020 | 2.35% | 0.68 | 0.69 | 60'000 | 60'000 | 53'462 | 53'462 | 35'909 | 36'721 | 96.11% | 96.11% |
| 06.03.2020 | 1.08% | 0.92 | 0.93 | 120'000 | 120'000 | 120'000 | 120'000 | 111'048 | 112'248 | 97.48% | 97.48% |
| 05.03.2020 | 0.97% | 1.02 | 1.03 | 120'000 | 120'000 | 120'000 | 120'000 | 123'744 | 124'944 | 99.14% | 99.14% |
| 04.03.2020 | 0.89% | 1.08 | 1.09 | 120'000 | 120'000 | 120'000 | 120'000 | 133'657 | 134'857 | 98.33% | 98.33% |
| 03.03.2020 | 0.83% | 1.14 | 1.15 | 120'000 | 120'000 | 120'000 | 120'000 | 144'108 | 145'308 | 97.07% | 97.07% |
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