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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 | - | - |
| 12.03.2020 | 10.34% | 0.07 | 0.13 | 60'000 | 60'000 | 57'087 | 57'087 | 11'844 | 13'024 | 83.08% | 96.63% |
| 11.03.2020 | 2.42% | 0.39 | 0.40 | 60'000 | 60'000 | 60'000 | 60'000 | 24'646 | 25'246 | 99.04% | 99.04% |
| 10.03.2020 | 2.16% | 0.40 | 0.41 | 60'000 | 60'000 | 60'000 | 60'000 | 27'677 | 28'277 | 97.49% | 97.49% |
| 09.03.2020 | 3.57% | 0.44 | 0.45 | 60'000 | 60'000 | 53'471 | 53'471 | 23'362 | 24'173 | 96.31% | 96.31% |
| 06.03.2020 | 1.44% | 0.69 | 0.70 | 120'000 | 120'000 | 120'000 | 120'000 | 82'906 | 84'106 | 97.57% | 97.57% |
| 05.03.2020 | 1.25% | 0.79 | 0.80 | 120'000 | 120'000 | 120'000 | 120'000 | 95'519 | 96'719 | 99.39% | 99.39% |
| 04.03.2020 | 1.13% | 0.84 | 0.85 | 120'000 | 120'000 | 120'000 | 120'000 | 105'340 | 106'540 | 98.58% | 98.58% |
| 03.03.2020 | 1.03% | 0.90 | 0.91 | 120'000 | 120'000 | 120'000 | 120'000 | 116'155 | 117'355 | 97.09% | 97.09% |
| 02.03.2020 | 1.07% | 0.94 | 0.95 | 120'000 | 120'000 | 120'000 | 120'000 | 111'407 | 112'607 | 99.66% | 99.66% |
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