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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 | 10.24% | 0.20 | 0.23 | 50'000 | 50'000 | 50'000 | 50'000 | 14'958 | 16'511 | 98.80% | 98.80% |
| 12.03.2020 | 8.58% | 0.22 | 0.25 | 50'000 | 50'000 | 50'000 | 50'000 | 18'017 | 19'572 | 70.31% | 70.31% |
| 11.03.2020 | 4.87% | 0.58 | 0.61 | 50'000 | 50'000 | 50'000 | 50'000 | 31'358 | 32'921 | 92.83% | 92.83% |
| 10.03.2020 | 4.30% | 0.66 | 0.69 | 50'000 | 50'000 | 50'000 | 50'000 | 35'445 | 37'000 | 97.95% | 97.95% |
| 09.03.2020 | 4.92% | 0.61 | 0.64 | 50'000 | 50'000 | 50'000 | 50'000 | 31'087 | 32'653 | 56.28% | 56.28% |
| 06.03.2020 | 3.50% | 0.85 | 0.88 | 50'000 | 50'000 | 50'000 | 50'000 | 43'412 | 44'957 | 68.73% | 68.73% |
| 05.03.2020 | 3.14% | 0.97 | 1.00 | 50'000 | 50'000 | 50'000 | 50'000 | 48'867 | 50'427 | 83.12% | 83.12% |
| 04.03.2020 | 2.99% | 1.02 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 51'241 | 52'797 | 99.93% | 99.93% |
| 03.03.2020 | 3.02% | 0.99 | 1.02 | 50'000 | 50'000 | 50'000 | 50'000 | 50'356 | 51'900 | 97.49% | 97.49% |
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