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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 | 14.99% | 0.07 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 10'473 | 12'012 | 65.19% | 65.19% |
| 11.03.2020 | 6.44% | 0.42 | 0.45 | 50'000 | 50'000 | 50'000 | 50'000 | 23'294 | 24'840 | 94.35% | 94.35% |
| 10.03.2020 | 5.55% | 0.50 | 0.53 | 50'000 | 50'000 | 50'000 | 50'000 | 27'412 | 28'970 | 98.04% | 98.04% |
| 09.03.2020 | 6.52% | 0.45 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 23'039 | 24'588 | 56.28% | 56.28% |
| 06.03.2020 | 4.31% | 0.69 | 0.72 | 50'000 | 50'000 | 50'000 | 50'000 | 35'128 | 36'674 | 100.00% | 100.00% |
| 05.03.2020 | 3.72% | 0.81 | 0.84 | 50'000 | 50'000 | 50'000 | 50'000 | 40'822 | 42'368 | 83.12% | 83.12% |
| 04.03.2020 | 3.54% | 0.86 | 0.89 | 50'000 | 50'000 | 50'000 | 50'000 | 43'210 | 44'768 | 99.93% | 99.93% |
| 03.03.2020 | 3.62% | 0.83 | 0.86 | 50'000 | 50'000 | 50'000 | 50'000 | 42'297 | 43'857 | 97.49% | 97.49% |
| 02.03.2020 | 3.91% | 0.80 | 0.84 | 50'000 | 50'000 | 50'000 | 50'000 | 38'708 | 40'249 | 98.66% | 98.66% |
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