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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 | 12.01% | 0.12 | 0.14 | 60'000 | 60'000 | 53'105 | 53'105 | 9'145 | 10'215 | 98.83% | 99.63% |
| 12.03.2020 | 8.76% | 0.12 | 0.14 | 60'000 | 60'000 | 57'488 | 57'488 | 14'399 | 15'582 | 96.47% | 96.47% |
| 11.03.2020 | 2.09% | 0.45 | 0.46 | 60'000 | 60'000 | 60'000 | 60'000 | 28'619 | 29'219 | 99.03% | 99.03% |
| 10.03.2020 | 1.89% | 0.47 | 0.48 | 60'000 | 60'000 | 60'000 | 60'000 | 31'649 | 32'249 | 97.49% | 97.49% |
| 09.03.2020 | 3.11% | 0.51 | 0.52 | 60'000 | 60'000 | 53'431 | 53'431 | 26'878 | 27'688 | 94.80% | 94.80% |
| 06.03.2020 | 1.31% | 0.76 | 0.77 | 120'000 | 120'000 | 120'000 | 120'000 | 91'115 | 92'315 | 97.67% | 97.67% |
| 05.03.2020 | 1.15% | 0.86 | 0.87 | 120'000 | 120'000 | 120'000 | 120'000 | 103'783 | 104'983 | 99.36% | 99.36% |
| 04.03.2020 | 1.05% | 0.91 | 0.92 | 120'000 | 120'000 | 120'000 | 120'000 | 113'629 | 114'829 | 98.58% | 98.58% |
| 03.03.2020 | 0.96% | 0.97 | 0.98 | 120'000 | 120'000 | 120'000 | 120'000 | 124'107 | 125'307 | 97.37% | 97.37% |
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