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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 | - | - |
| 30.03.2020 | 2.78% | 3.99 | 4.11 | 20'000 | 20'000 | 20'000 | 20'000 | 81'462 | 83'754 | 53.72% | 53.72% |
| 27.03.2020 | 3.03% | 4.17 | 4.29 | 20'000 | 20'000 | 15'613 | 15'613 | 64'134 | 66'064 | 96.46% | 96.46% |
| 26.03.2020 | 2.75% | 4.58 | 4.72 | 10'000 | 10'000 | 17'307 | 17'307 | 74'913 | 76'992 | 99.49% | 99.49% |
| 25.03.2020 | 2.36% | 4.68 | 4.79 | 20'000 | 20'000 | 19'032 | 19'032 | 94'490 | 96'727 | 82.44% | 82.44% |
| 24.03.2020 | 3.37% | 4.63 | 4.77 | 10'000 | 10'000 | 10'000 | 10'000 | 40'441 | 41'820 | 95.03% | 95.03% |
| 23.03.2020 | 3.79% | 3.05 | 3.18 | 10'000 | 10'000 | 10'000 | 10'000 | 34'751 | 36'090 | 99.47% | 99.47% |
| 20.03.2020 | 3.01% | 4.26 | 4.39 | 10'000 | 10'000 | 10'000 | 10'000 | 44'475 | 45'831 | 73.41% | 73.41% |
| 19.03.2020 | 3.51% | 4.50 | 4.63 | 10'000 | 10'000 | 10'000 | 10'000 | 38'466 | 39'826 | 39.07% | 39.07% |
| 18.03.2020 | 4.89% | 2.98 | 3.11 | 10'000 | 10'000 | 10'000 | 10'000 | 27'021 | 28'372 | 20.68% | 20.68% |
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